Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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          0000742212
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      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Index 600 Stock Portfolio
      S000018231
      H4V7XOKHREX82GREV795
      2022-12-31
      2022-03-31
      N
    
    
      418857142.80
      3923006.12
      414934136.68
      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
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Tupperware Brands Corp
        G8NWFN4YP7CR6FOP4886
        Tupperware Brands Corp
        899896104
        
          
        
        19894.00000000
        NS
        USD
        386938.30000000
        0.093252944454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dime Community Bancshares Inc
        N/A
        Dime Community Bancshares Inc
        25432X102
        
          
        
        13292.00000000
        NS
        USD
        459504.44000000
        0.110741536880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KAR Auction Services Inc
        5493004HKD20LBSG7D03
        KAR Auction Services Inc
        48238T109
        
          
        
        49321.00000000
        NS
        USD
        890244.05000000
        0.214550689206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ligand Pharmaceuticals Inc
        5493008K7TB0IKP37H79
        Ligand Pharmaceuticals Inc
        53220K504
        
          
        
        6803.00000000
        NS
        USD
        765269.47000000
        0.184431552468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix Inc
        00773T101
        
          
        
        11475.00000000
        NS
        USD
        586257.75000000
        0.141289351290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zumiez Inc
        549300J0PDF58P6HZD25
        Zumiez Inc
        989817101
        
          
        
        7989.00000000
        NS
        USD
        305259.69000000
        0.073568227584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ModivCare Inc
        549300EFZIFW7F7I0Q28
        ModivCare Inc
        60783X104
        
          
        
        5016.00000000
        NS
        USD
        578796.24000000
        0.139491111681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Physical Therapy Inc
        529900KL1UXQYFIOMY96
        US Physical Therapy Inc
        90337L108
        
          
        
        5247.00000000
        NS
        USD
        521814.15000000
        0.125758308095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HomeStreet Inc
        N/A
        HomeStreet Inc
        43785V102
        
          
        
        8175.00000000
        NS
        USD
        387331.50000000
        0.093347706481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First BanCorp/Puerto Rico
        N/A
        First BanCorp/Puerto Rico
        318672706
        
          
        
        82161.00000000
        NS
        USD
        1077952.32000000
        0.259788777232
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Independence Realty Trust Inc
        549300Z3L8NU44NQEB29
        Independence Realty Trust Inc
        45378A106
        
          
        
        89869.00000000
        NS
        USD
        2376136.36000000
        0.572653862372
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LendingTree Inc
        549300ISY5YHUJZTON08
        LendingTree Inc
        52603B107
        
          
        
        4681.00000000
        NS
        USD
        560175.27000000
        0.135003418731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BancFirst Corp
        549300EJEHGBP4IO2J30
        BancFirst Corp
        05945F103
        
          
        
        7699.00000000
        NS
        USD
        640633.79000000
        0.154394091343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plexus Corp
        549300W7HCBI5YT25I79
        Plexus Corp
        729132100
        
          
        
        11439.00000000
        NS
        USD
        935824.59000000
        0.225535695252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Callon Petroleum Co
        549300EFOWPEB0WLZW21
        Callon Petroleum Co
        13123X508
        
          
        
        19234.00000000
        NS
        USD
        1136344.72000000
        0.273861468495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carpenter Technology Corp
        DX6I6ZD3X5WNNCDJKP85
        Carpenter Technology Corp
        144285103
        
          
        
        19649.00000000
        NS
        USD
        824865.02000000
        0.198794205412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BJ's Restaurants Inc
        5299000EOW66I1OJNQ23
        BJ's Restaurants Inc
        09180C106
        
          
        
        9463.00000000
        NS
        USD
        267802.90000000
        0.064541062382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonos Inc
        549300WEPU6075I77M08
        Sonos Inc
        83570H108
        
          
        
        51952.00000000
        NS
        USD
        1466085.44000000
        0.353329675820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viavi Solutions Inc
        5493006K3E3N1QOBF092
        Viavi Solutions Inc
        925550105
        
          
        
        93610.00000000
        NS
        USD
        1505248.80000000
        0.362768127983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM Technologies Inc
        87305R109
        
          
        
        42487.00000000
        NS
        USD
        629657.34000000
        0.151748743797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3D Systems Corp
        5493003HHDOCCW4OP744
        3D Systems Corp
        88554D205
        
          
        
        51995.00000000
        NS
        USD
        867276.60000000
        0.209015485430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inter Parfums Inc
        N/A
        Inter Parfums Inc
        458334109
        
          
        
        7235.00000000
        NS
        USD
        637041.75000000
        0.153528402145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viad Corp
        549300PXU4ZW7LPO5Y40
        Viad Corp
        92552R406
        
          
        
        8337.00000000
        NS
        USD
        297130.68000000
        0.071609119070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piper Sandler Cos
        QUQDBTUSOAKFEVMRMF78
        Piper Sandler Cos
        724078100
        
          
        
        5739.00000000
        NS
        USD
        753243.75000000
        0.181533328645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FutureFuel Corp
        529900WYQZSMWFXLA845
        FutureFuel Corp
        36116M106
        
          
        
        10628.00000000
        NS
        USD
        103410.44000000
        0.024922133625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PGT Innovations Inc
        549300LRW9WM59C1S579
        PGT Innovations Inc
        69336V101
        
          
        
        24247.00000000
        NS
        USD
        435961.06000000
        0.105067532762
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DMC Global Inc
        549300CBDXD1Z5MRNG02
        DMC Global Inc
        23291C103
        
          
        
        7839.00000000
        NS
        USD
        239089.50000000
        0.057621072566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanmi Financial Corp
        549300MSZ7RCG7EA6587
        Hanmi Financial Corp
        410495204
        
          
        
        12364.00000000
        NS
        USD
        304278.04000000
        0.073331647869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HB Fuller Co
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        359694106
        
          
        
        21512.00000000
        NS
        USD
        1421297.84000000
        0.342535769983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetScout Systems Inc
        5493005HZXZ3SPNVCV76
        NetScout Systems Inc
        64115T104
        
          
        
        30049.00000000
        NS
        USD
        963971.92000000
        0.232319261006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Electronics Inc
        549300ZW9EULAR7T6F89
        Universal Electronics Inc
        913483103
        
          
        
        5303.00000000
        NS
        USD
        165665.72000000
        0.039925787096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simmons First National Corp
        549300IVR5AJKUVOGN05
        Simmons First National Corp
        828730200
        
          
        
        45884.00000000
        NS
        USD
        1203078.48000000
        0.289944445069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safety Insurance Group Inc
        254900LDCFLA3J746840
        Safety Insurance Group Inc
        78648T100
        
          
        
        5792.00000000
        NS
        USD
        526203.20000000
        0.126816078380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Corp/VA
        549300BZXZ66F6DTIF20
        Universal Corp/VA
        913456109
        
          
        
        10036.00000000
        NS
        USD
        582790.52000000
        0.140453741565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vera Bradley Inc
        52990005Q6LEJKXO7M51
        Vera Bradley Inc
        92335C106
        
          
        
        10542.00000000
        NS
        USD
        80857.14000000
        0.019486740870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritage Homes Corp
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001A102
        
          
        
        15191.00000000
        NS
        USD
        1203582.93000000
        0.290066018580
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServisFirst Bancshares Inc
        N/A
        ServisFirst Bancshares Inc
        81768T108
        
          
        
        19877.00000000
        NS
        USD
        1894079.33000000
        0.456477103849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kulicke & Soffa Industries Inc
        529900H6BEIRBF429744
        Kulicke & Soffa Industries Inc
        501242101
        
          
        
        25367.00000000
        NS
        USD
        1421059.34000000
        0.342478290981
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tactile Systems Technology Inc
        54930069VDTITHOTKJ98
        Tactile Systems Technology Inc
        87357P100
        
          
        
        8054.00000000
        NS
        USD
        162368.64000000
        0.039131183878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rogers Corp
        PW0CN80KNFR7RUOOKJ84
        Rogers Corp
        775133101
        
          
        
        7627.00000000
        NS
        USD
        2072255.90000000
        0.499418032119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DXP Enterprises Inc/TX
        N/A
        DXP Enterprises Inc/TX
        233377407
        
          
        
        7010.00000000
        NS
        USD
        189900.90000000
        0.045766516469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ranger Oil Corp
        5493003S4AVU6OSXB118
        Ranger Oil Corp
        70788V102
        
          
        
        8575.00000000
        NS
        USD
        296094.75000000
        0.071359457760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Motorcar Parts of America Inc
        549300AG4610OSV3H429
        Motorcar Parts of America Inc
        620071100
        
          
        
        7944.00000000
        NS
        USD
        141641.52000000
        0.034135904346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240M108
        
          
        
        53220.00000000
        NS
        USD
        640768.80000000
        0.154426629037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMN Healthcare Services Inc
        529900W3ARRTCNFH2I39
        AMN Healthcare Services Inc
        001744101
        
          
        
        19248.00000000
        NS
        USD
        2008143.84000000
        0.483966890761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orion Office REIT Inc
        N/A
        Orion Office REIT Inc
        68629Y103
        
          
        
        23236.00000000
        NS
        USD
        325304.00000000
        0.078398948469
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simulations Plus Inc
        N/A
        Simulations Plus Inc
        829214105
        
          
        
        6402.00000000
        NS
        USD
        326373.96000000
        0.078656811081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barnes Group Inc
        G1MSYD2DQZX30V5DMX12
        Barnes Group Inc
        067806109
        
          
        
        18952.00000000
        NS
        USD
        761680.88000000
        0.183566694727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REX American Resources Corp
        N/A
        REX American Resources Corp
        761624105
        
          
        
        2117.00000000
        NS
        USD
        210853.20000000
        0.050816064854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527205
        
          
        
        16167.00000000
        NS
        USD
        659290.26000000
        0.158890339868
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tanger Factory Outlet Centers Inc
        UKEW8YSXE4Y581KYOL30
        Tanger Factory Outlet Centers Inc
        875465106
        
          
        
        42316.00000000
        NS
        USD
        727412.04000000
        0.175307832182
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050N103
        
          
        
        19362.00000000
        NS
        USD
        800618.70000000
        0.192950791276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brightsphere Investment Group Inc
        5493004FTLQNQTBOP608
        Brightsphere Investment Group Inc
        10948W103
        
          
        
        14329.00000000
        NS
        USD
        347478.25000000
        0.083742989376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consolidated Communications Holdings Inc
        529900F6S64KOO8CXH48
        Consolidated Communications Holdings Inc
        209034107
        
          
        
        29458.00000000
        NS
        USD
        173802.20000000
        0.041886695896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin BSP Realty Trust Inc
        549300LH3QNZK9Y1KC93
        Franklin BSP Realty Trust Inc
        35243J101
        
          
        
        17859.00000000
        NS
        USD
        249668.82000000
        0.060170710946
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerence Inc
        5493002WL2W5WMS89568
        Cerence Inc
        156727109
        
          
        
        15954.00000000
        NS
        USD
        575939.40000000
        0.138802607230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TimkenSteel Corp
        549300QZTZWHDE9HJL14
        TimkenSteel Corp
        887399103
        
          
        
        16743.00000000
        NS
        USD
        366336.84000000
        0.088287949246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safehold Inc
        549300MHMP6BIE0XV355
        Safehold Inc
        78645L100
        
          
        
        5753.00000000
        NS
        USD
        319003.85000000
        0.076880599063
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haverty Furniture Cos Inc
        529900CVFMMIRXZVPD70
        Haverty Furniture Cos Inc
        419596101
        
          
        
        6125.00000000
        NS
        USD
        167947.50000000
        0.040475700877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Financial Group Inc
        5493004X52BH1NBLW813
        Meta Financial Group Inc
        59100U108
        
          
        
        12166.00000000
        NS
        USD
        668156.72000000
        0.161027175384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inogen Inc
        549300J8WJIVTOJ8IH97
        Inogen Inc
        45780L104
        
          
        
        8310.00000000
        NS
        USD
        269410.20000000
        0.064928425064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicell Inc
        5493008RH0GTKHHPZI77
        Omnicell Inc
        68213N109
        
          
        
        17891.00000000
        NS
        USD
        2316705.59000000
        0.558330921754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMC Networks Inc
        00164V103
        
          
        
        11894.00000000
        NS
        USD
        483253.22000000
        0.116465042829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Children's Place Inc/The
        549300BGVK2OO5O7TC19
        Children's Place Inc/The
        168905107
        
          
        
        5571.00000000
        NS
        USD
        274650.30000000
        0.066191300189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kelly Services Inc
        N/A
        Kelly Services Inc
        488152208
        
          
        
        14662.00000000
        NS
        USD
        318018.78000000
        0.076643195121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prestige Consumer Healthcare Inc
        N/A
        Prestige Consumer Healthcare Inc
        74112D101
        
          
        
        20437.00000000
        NS
        USD
        1081934.78000000
        0.260748558471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        New York Mortgage Trust Inc
        549300JFGR0M7ULHWG48
        New York Mortgage Trust Inc
        649604501
        
          
        
        154410.00000000
        NS
        USD
        563596.50000000
        0.135827942359
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritiv Corp
        529900VQARHWQROHAS58
        Veritiv Corp
        923454102
        
          
        
        5647.00000000
        NS
        USD
        754382.73000000
        0.181807825221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trinseo PLC
        549300TJ3HIGDA2Z8315
        Trinseo PLC
        000000000
        
          
        
        15805.00000000
        NS
        USD
        757375.60000000
        0.182529113188
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gibraltar Industries Inc
        N/A
        Gibraltar Industries Inc
        374689107
        
          
        
        13293.00000000
        NS
        USD
        570934.35000000
        0.137596379649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Beverage Corp
        549300O9MZIQJI8TGV17
        National Beverage Corp
        635017106
        
          
        
        9499.00000000
        NS
        USD
        413206.50000000
        0.099583635925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oceaneering International Inc
        549300L6PH74701W0R30
        Oceaneering International Inc
        675232102
        
          
        
        40548.00000000
        NS
        USD
        614707.68000000
        0.148145844282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMERISAFE Inc
        2549002B4EXPBLGMNN22
        AMERISAFE Inc
        03071H100
        
          
        
        7880.00000000
        NS
        USD
        391399.60000000
        0.094328127141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Properties Realty Trust Inc
        N/A
        Essential Properties Realty Trust Inc
        29670E107
        
          
        
        49529.00000000
        NS
        USD
        1253083.70000000
        0.301995808304
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Consolidated Inc
        57VG5X0E00X0QJU7CQ58
        Coca-Cola Consolidated Inc
        191098102
        
          
        
        1890.00000000
        NS
        USD
        939046.50000000
        0.226312182341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBT Bancorp Inc
        N/A
        NBT Bancorp Inc
        628778102
        
          
        
        17615.00000000
        NS
        USD
        636429.95000000
        0.153380957057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BioLife Solutions Inc
        549300G2IVCMC2TJDW72
        BioLife Solutions Inc
        09062W204
        
          
        
        12236.00000000
        NS
        USD
        278124.28000000
        0.067028536679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anika Therapeutics Inc
        529900R9LS3Z0O6QH455
        Anika Therapeutics Inc
        035255108
        
          
        
        5865.00000000
        NS
        USD
        147270.15000000
        0.035492416020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bottomline Technologies DE Inc
        OJ3Q4KYIXDSSGURLMT36
        Bottomline Technologies DE Inc
        101388106
        
          
        
        15744.00000000
        NS
        USD
        892369.92000000
        0.215063028349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EnPro Industries Inc
        549300Y5CFT2LKCFDN54
        EnPro Industries Inc
        29355X107
        
          
        
        8387.00000000
        NS
        USD
        819661.51000000
        0.197540148554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferro Corp
        1YTO5R7OHOPE81ZNYD08
        Ferro Corp
        315405100
        
          
        
        33683.00000000
        NS
        USD
        732268.42000000
        0.176478229981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacira BioSciences Inc
        N/A
        Pacira BioSciences Inc
        695127100
        
          
        
        18132.00000000
        NS
        USD
        1383834.24000000
        0.333506963556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Four Corners Property Trust Inc
        549300SVTPZPBDVNER42
        Four Corners Property Trust Inc
        35086T109
        
          
        
        31434.00000000
        NS
        USD
        849975.36000000
        0.204845850187
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cutera Inc
        529900NPKPEWJWR21Z42
        Cutera Inc
        232109108
        
          
        
        6649.00000000
        NS
        USD
        458781.00000000
        0.110567186318
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walker & Dunlop Inc
        N/A
        Walker & Dunlop Inc
        93148P102
        
          
        
        12002.00000000
        NS
        USD
        1553298.84000000
        0.374348288725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cinemark Holdings Inc
        549300LL2QMPTYIE0K55
        Cinemark Holdings Inc
        17243V102
        
          
        
        43322.00000000
        NS
        USD
        748604.16000000
        0.180415177692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Core Laboratories NV
        724500MDYY5VBSAF5W50
        Core Laboratories NV
        000000000
        
          
        
        18779.00000000
        NS
        USD
        593979.77000000
        0.143150374358
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Redwood Trust Inc
        DRBV4N1ERQLEMIF11G78
        Redwood Trust Inc
        758075402
        
          
        
        46738.00000000
        NS
        USD
        492151.14000000
        0.118609460271
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Talos Energy Inc
        549300OKFHZ84SFJFT95
        Talos Energy Inc
        87484T108
        
          
        
        16678.00000000
        NS
        USD
        263345.62000000
        0.063466848523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Customers Bancorp Inc
        549300WLBCHYKZ53FN68
        Customers Bancorp Inc
        23204G100
        
          
        
        12330.00000000
        NS
        USD
        642886.20000000
        0.154936926892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jack in the Box Inc
        5493002OJW26P0SUUP68
        Jack in the Box Inc
        466367109
        
          
        
        8626.00000000
        NS
        USD
        805754.66000000
        0.194188568442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Myriad Genetics Inc
        52990044IHUOUMETT163
        Myriad Genetics Inc
        62855J104
        
          
        
        32507.00000000
        NS
        USD
        819176.40000000
        0.197423236023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OFG Bancorp
        549300Q4QEXJ37LEXQ06
        OFG Bancorp
        67103X102
        
          
        
        20200.00000000
        NS
        USD
        538128.00000000
        0.129689980271
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Harmonic Inc
        549300LRGRD8XC9BTL66
        Harmonic Inc
        413160102
        
          
        
        41882.00000000
        NS
        USD
        389083.78000000
        0.093770009648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natus Medical Inc
        549300ZW3JLSJGT2D838
        Natus Medical Inc
        639050103
        
          
        
        13891.00000000
        NS
        USD
        365055.48000000
        0.087979138790
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Calavo Growers Inc
        N/A
        Calavo Growers Inc
        128246105
        
          
        
        7192.00000000
        NS
        USD
        262148.40000000
        0.063178315984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ready Capital Corp
        549300MYWGZUG7ZUYO87
        Ready Capital Corp
        75574U101
        
          
        
        27347.00000000
        NS
        USD
        411845.82000000
        0.099255709182
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ARMOUR Residential REIT Inc
        549300K0WA0EJUX74V72
        ARMOUR Residential REIT Inc
        042315507
        
          
        
        36427.00000000
        NS
        USD
        305986.80000000
        0.073743462624
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        8x8 Inc
        254900XWSOC5U1BRW939
        8x8 Inc
        282914100
        
          
        
        48285.00000000
        NS
        USD
        607908.15000000
        0.146507143245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CEVA Inc
        529900G9T7CVU2J2VU73
        CEVA Inc
        157210105
        
          
        
        9346.00000000
        NS
        USD
        379914.90000000
        0.091560290276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MaxLinear Inc
        549300EMOI0SM2IY4F64
        MaxLinear Inc
        57776J100
        
          
        
        28765.00000000
        NS
        USD
        1678437.75000000
        0.404507029339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nektar Therapeutics
        5299005I24806IOIYE03
        Nektar Therapeutics
        640268108
        
          
        
        75113.00000000
        NS
        USD
        404859.07000000
        0.097571887731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oil States International Inc
        5493004TF4KQJGMYL777
        Oil States International Inc
        678026105
        
          
        
        24854.00000000
        NS
        USD
        172735.30000000
        0.041629570751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ExlService Holdings Inc
        81E3DTNF6OSH489ZOV15
        ExlService Holdings Inc
        302081104
        
          
        
        13560.00000000
        NS
        USD
        1942741.20000000
        0.468204716908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mesa Laboratories Inc
        549300ZCG738WLX8ZW79
        Mesa Laboratories Inc
        59064R109
        
          
        
        2134.00000000
        NS
        USD
        543913.92000000
        0.131084399165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resources Connection Inc
        N/A
        Resources Connection Inc
        76122Q105
        
          
        
        12406.00000000
        NS
        USD
        212638.84000000
        0.051246407851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Park National Corp
        5493001T01TDELV5OO63
        Park National Corp
        700658107
        
          
        
        5875.00000000
        NS
        USD
        771857.50000000
        0.186019281560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Plains Inc
        VJ5WLTHARBSDR14KIZ98
        Green Plains Inc
        393222104
        
          
        
        21812.00000000
        NS
        USD
        676390.12000000
        0.163011442107
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Insurance Holdings Inc
        529900GGAZ6WVUCWQM46
        Universal Insurance Holdings Inc
        91359V107
        
          
        
        11460.00000000
        NS
        USD
        154595.40000000
        0.037257816683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Ecology Inc
        N/A
        US Ecology Inc
        91734M103
        
          
        
        12729.00000000
        NS
        USD
        609464.52000000
        0.146882231690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Real Estate Finance Trust Inc
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K100
        
          
        
        18257.00000000
        NS
        USD
        376276.77000000
        0.090683493291
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OraSure Technologies Inc
        529900GNNJPNM4XHXQ77
        OraSure Technologies Inc
        68554V108
        
          
        
        29329.00000000
        NS
        USD
        198850.62000000
        0.047923417820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Banking System Inc
        N/A
        Columbia Banking System Inc
        197236102
        
          
        
        31638.00000000
        NS
        USD
        1020958.26000000
        0.246053088851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WSFS Financial Corp
        549300SU7VQHD6QRG886
        WSFS Financial Corp
        929328102
        
          
        
        26660.00000000
        NS
        USD
        1242889.20000000
        0.299538912354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Methode Electronics Inc
        529900VM413LGLUS3F07
        Methode Electronics Inc
        591520200
        
          
        
        15224.00000000
        NS
        USD
        658438.00000000
        0.158684943414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avid Bioservices Inc
        549300GRUS3ZMGP8MX22
        Avid Bioservices Inc
        05368M106
        
          
        
        25070.00000000
        NS
        USD
        510675.90000000
        0.123073966409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OptimizeRx Corp
        N/A
        OptimizeRx Corp
        68401U204
        
          
        
        7229.00000000
        NS
        USD
        272605.59000000
        0.065698520777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Pharmaceuticals Inc/DE
        549300TN20OLYTJVP152
        Eagle Pharmaceuticals Inc/DE
        269796108
        
          
        
        4638.00000000
        NS
        USD
        229534.62000000
        0.055318326382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextGen Healthcare Inc
        N/A
        NextGen Healthcare Inc
        65343C102
        
          
        
        22896.00000000
        NS
        USD
        478755.36000000
        0.115381049105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arconic Corp
        549300B4YFWH3U74B152
        Arconic Corp
        03966V107
        
          
        
        43336.00000000
        NS
        USD
        1110268.32000000
        0.267577001228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merit Medical Systems Inc
        549300OYTY138SP2CE83
        Merit Medical Systems Inc
        589889104
        
          
        
        20688.00000000
        NS
        USD
        1376165.76000000
        0.331658843741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sleep Number Corp
        529900W0TZQLBT2DSS66
        Sleep Number Corp
        83125X103
        
          
        
        9215.00000000
        NS
        USD
        467292.65000000
        0.112618511877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hub Group Inc
        N/A
        Hub Group Inc
        443320106
        
          
        
        13811.00000000
        NS
        USD
        1066347.31000000
        0.256991945404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Easterly Government Properties Inc
        549300ERMCEFC6S8HL77
        Easterly Government Properties Inc
        27616P103
        
          
        
        35012.00000000
        NS
        USD
        740153.68000000
        0.178378594232
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Movado Group Inc
        549300WCGCGPWGHVXM59
        Movado Group Inc
        624580106
        
          
        
        6664.00000000
        NS
        USD
        260229.20000000
        0.062715784746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Global Net Lease Inc
        549300NUYANCT5SU8Z65
        Global Net Lease Inc
        379378201
        
          
        
        42106.00000000
        NS
        USD
        662327.38000000
        0.159622292178
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawkins Inc
        549300VL3IJ23OWX1Y34
        Hawkins Inc
        420261109
        
          
        
        7654.00000000
        NS
        USD
        351318.60000000
        0.084668521807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gentherm Inc
        HKM6YX1U5JS60TCUB219
        Gentherm Inc
        37253A103
        
          
        
        13526.00000000
        NS
        USD
        987939.04000000
        0.238095387355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tivity Health Inc
        U5UKZMHGMOP0CPFG4B24
        Tivity Health Inc
        88870R102
        
          
        
        18001.00000000
        NS
        USD
        579092.17000000
        0.139562431433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Surmodics Inc
        549300H76KXCAAGUS878
        Surmodics Inc
        868873100
        
          
        
        5677.00000000
        NS
        USD
        257338.41000000
        0.062019098274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cohu Inc
        529900FJPORJ3JJ2XS33
        Cohu Inc
        192576106
        
          
        
        19815.00000000
        NS
        USD
        586524.00000000
        0.141353518101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GCP Applied Technologies Inc
        5493007G654QKQVEKV09
        GCP Applied Technologies Inc
        36164Y101
        
          
        
        21980.00000000
        NS
        USD
        690611.60000000
        0.166438848711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PetMed Express Inc
        529900PGHW5ASJ1AZL48
        PetMed Express Inc
        716382106
        
          
        
        8514.00000000
        NS
        USD
        219661.20000000
        0.052938811387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greenbrier Cos Inc/The
        5493001GAGGFR30BP390
        Greenbrier Cos Inc/The
        393657101
        
          
        
        13237.00000000
        NS
        USD
        681837.87000000
        0.164324361320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Laredo Petroleum Inc
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806205
        
          
        
        5836.00000000
        NS
        USD
        461861.04000000
        0.111309482438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Medical Holdings Corp
        N/A
        Select Medical Holdings Corp
        81619Q105
        
          
        
        43112.00000000
        NS
        USD
        1034256.88000000
        0.249258084252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Electric Co Inc
        RR6AURIKMXUE4Q24G284
        Franklin Electric Co Inc
        353514102
        
          
        
        15904.00000000
        NS
        USD
        1320668.16000000
        0.318283805368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B&G Foods Inc
        549300TRW1LZMDJZAQ78
        B&G Foods Inc
        05508R106
        
          
        
        26413.00000000
        NS
        USD
        712622.74000000
        0.171743579764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R50
        
          
        
        495000.00000000
        PA
        USD
        494367.33000000
        0.119143566724
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saul Centers Inc
        N/A
        Saul Centers Inc
        804395101
        
          
        
        5331.00000000
        NS
        USD
        280943.70000000
        0.067708022831
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eHealth Inc
        5299003O8Y5OKXUZQ421
        eHealth Inc
        28238P109
        
          
        
        9654.00000000
        NS
        USD
        119806.14000000
        0.028873531823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Forward Air Corp
        N/A
        Forward Air Corp
        349853101
        
          
        
        10977.00000000
        NS
        USD
        1073331.06000000
        0.258675043848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tootsie Roll Industries Inc
        529900SBKOV9XX4M4Q35
        Tootsie Roll Industries Inc
        890516107
        
          
        
        7246.05000000
        NS
        USD
        253321.91000000
        0.061051113322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADTRAN Inc
        549300XWTHXJVGKWU616
        ADTRAN Inc
        00738A106
        
          
        
        19990.00000000
        NS
        USD
        368815.50000000
        0.088885311522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardiovascular Systems Inc
        549300NUBWKJMNMQ3287
        Cardiovascular Systems Inc
        141619106
        
          
        
        16502.00000000
        NS
        USD
        372945.20000000
        0.089880577911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Industrial Technologies Inc
        549300NU173IJRC6PO38
        Applied Industrial Technologies Inc
        03820C105
        
          
        
        15656.00000000
        NS
        USD
        1607244.96000000
        0.387349417153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Granite Construction Inc
        549300OM4BWMCIXVCZ39
        Granite Construction Inc
        387328107
        
          
        
        18645.00000000
        NS
        USD
        611556.00000000
        0.147386282770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kaiser Aluminum Corp
        N/A
        Kaiser Aluminum Corp
        483007704
        
          
        
        6456.00000000
        NS
        USD
        607896.96000000
        0.146504446431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Balchem Corp
        549300VR70OPMHUI3557
        Balchem Corp
        057665200
        
          
        
        13187.00000000
        NS
        USD
        1802662.90000000
        0.434445551870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanda Pharmaceuticals Inc
        529900AY8VOOQBKJ0O70
        Vanda Pharmaceuticals Inc
        921659108
        
          
        
        22670.00000000
        NS
        USD
        256397.70000000
        0.061792385184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whitestone REIT
        N/A
        Whitestone REIT
        966084204
        
          
        
        18793.00000000
        NS
        USD
        249007.25000000
        0.060011271184
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Health Realty Income Trust
        549300L4MWZL4IH6H172
        Universal Health Realty Income Trust
        91359E105
        
          
        
        5208.00000000
        NS
        USD
        303990.96000000
        0.073262460985
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        InterDigital Inc
        N/A
        InterDigital Inc
        45867G101
        
          
        
        12477.00000000
        NS
        USD
        796032.60000000
        0.191845531526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Mortgage Capital Inc
        PV3BDP2HFZL2FNXQBL39
        Invesco Mortgage Capital Inc
        46131B100
        
          
        
        126709.00000000
        NS
        USD
        288896.52000000
        0.069624669185
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Buckle Inc/The
        5299007IU0461T3GDL34
        Buckle Inc/The
        118440106
        
          
        
        11945.00000000
        NS
        USD
        394662.80000000
        0.095114565207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QuinStreet Inc
        549300TP8MFBFPOS4Y78
        QuinStreet Inc
        74874Q100
        
          
        
        20412.00000000
        NS
        USD
        236779.20000000
        0.057064285405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristow Group Inc
        5493005Q24EN3UC1PV68
        Bristow Group Inc
        11040G103
        
          
        
        9436.00000000
        NS
        USD
        349886.88000000
        0.084323474274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Collegium Pharmaceutical Inc
        54930049FXZMTLW8D496
        Collegium Pharmaceutical Inc
        19459J104
        
          
        
        14063.00000000
        NS
        USD
        286322.68000000
        0.069004368329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Supernus Pharmaceuticals Inc
        549300GRM36VBKISYJ58
        Supernus Pharmaceuticals Inc
        868459108
        
          
        
        21652.00000000
        NS
        USD
        699792.64000000
        0.168651498668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions Inc
        N/A
        Consensus Cloud Solutions Inc
        20848V105
        
          
        
        6481.00000000
        NS
        USD
        389702.53000000
        0.093919129700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hostess Brands Inc
        N/A
        Hostess Brands Inc
        44109J106
        
          
        
        56340.00000000
        NS
        USD
        1236099.60000000
        0.297902604468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centerspace
        5493002LG2SH9EEHT720
        Centerspace
        15202L107
        
          
        
        6108.00000000
        NS
        USD
        599316.96000000
        0.144436648378
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unifi Inc
        549300MW5LPO0M2LNO04
        Unifi Inc
        904677200
        
          
        
        5620.00000000
        NS
        USD
        101722.00000000
        0.024515216032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Winnebago Industries Inc
        549300B7OYKYJLTE3G11
        Winnebago Industries Inc
        974637100
        
          
        
        13564.00000000
        NS
        USD
        732862.92000000
        0.176621505731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telephone and Data Systems Inc
        N/A
        Telephone and Data Systems Inc
        879433829
        
          
        
        40188.00000000
        NS
        USD
        758749.44000000
        0.182860211519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vista Outdoor Inc
        549300QI2D33ESTJLN81
        Vista Outdoor Inc
        928377100
        
          
        
        22903.00000000
        NS
        USD
        817408.07000000
        0.196997064772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPX Corp
        P761FCI0CPOG24I8JE10
        SPX Corp
        784635104
        
          
        
        18484.00000000
        NS
        USD
        913294.44000000
        0.220105881696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exponent Inc
        529900NY3F5Q2NWPUZ42
        Exponent Inc
        30214U102
        
          
        
        21218.00000000
        NS
        USD
        2292604.90000000
        0.552522604754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hope Bancorp Inc
        549300UTF4QGMBHIZ219
        Hope Bancorp Inc
        43940T109
        
          
        
        48812.00000000
        NS
        USD
        784896.96000000
        0.189161818856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Triumph Bancorp Inc
        5493003RNRMEVYDZ1Q52
        Triumph Bancorp Inc
        89679E300
        
          
        
        9624.00000000
        NS
        USD
        904848.48000000
        0.218070387565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Energy Industries Inc
        549300756XI3QLFT2U27
        Advanced Energy Industries Inc
        007973100
        
          
        
        15331.00000000
        NS
        USD
        1319692.48000000
        0.318048664436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southside Bancshares Inc
        549300TC83207VQA2K65
        Southside Bancshares Inc
        84470P109
        
          
        
        13148.00000000
        NS
        USD
        536832.84000000
        0.129377843986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Commonwealth Financial Corp
        549300ZHLQ42NXDETL24
        First Commonwealth Financial Corp
        319829107
        
          
        
        38293.00000000
        NS
        USD
        580521.88000000
        0.139906994552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aerojet Rocketdyne Holdings Inc
        549300VULNLWHE8QWI76
        Aerojet Rocketdyne Holdings Inc
        007800105
        
          
        
        30465.00000000
        NS
        USD
        1198797.75000000
        0.288912780132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Acceptance Corp
        N/A
        World Acceptance Corp
        981419104
        
          
        
        1678.00000000
        NS
        USD
        321907.52000000
        0.077580389643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Bank System Inc
        5299008N6YHE6GCP1E80
        Community Bank System Inc
        203607106
        
          
        
        21944.00000000
        NS
        USD
        1539371.60000000
        0.370991794581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iRobot Corp
        5493009PRNKOUKBAT390
        iRobot Corp
        462726100
        
          
        
        10970.00000000
        NS
        USD
        695498.00000000
        0.167616481392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGP Ingredients Inc
        2549006OMHFVZ4MS8538
        MGP Ingredients Inc
        55303J106
        
          
        
        5094.00000000
        NS
        USD
        435995.46000000
        0.105075823235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        James River Group Holdings Ltd
        N/A
        James River Group Holdings Ltd
        000000000
        
          
        
        15173.00000000
        NS
        USD
        375380.02000000
        0.090467374654
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Trustmark Corp
        5493000HPQ4D2RZ79739
        Trustmark Corp
        898402102
        
          
        
        25106.00000000
        NS
        USD
        762971.34000000
        0.183877698302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameris Bancorp
        PBJHNT51T5V6G5UQFV42
        Ameris Bancorp
        03076K108
        
          
        
        26937.00000000
        NS
        USD
        1181995.56000000
        0.284863416988
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436104
        
          
        
        9419.00000000
        NS
        USD
        1508923.80000000
        0.363653810716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TrustCo Bank Corp NY
        N/A
        TrustCo Bank Corp NY
        898349204
        
          
        
        7854.00000000
        NS
        USD
        250778.22000000
        0.060438078680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        USANA Health Sciences Inc
        549300YTURXE814MAH96
        USANA Health Sciences Inc
        90328M107
        
          
        
        4750.00000000
        NS
        USD
        377387.50000000
        0.090951181558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Group 1 Automotive Inc
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905109
        
          
        
        7001.00000000
        NS
        USD
        1174977.83000000
        0.283172129292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axos Financial Inc
        529900D8M56422GK9O25
        Axos Financial Inc
        05465C100
        
          
        
        21800.00000000
        NS
        USD
        1011302.00000000
        0.243725909873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Civitas Resources Inc
        IIVIHPH28S64K95M2381
        Civitas Resources Inc
        17888H103
        
          
        
        29338.00000000
        NS
        USD
        1751771.98000000
        0.422180733071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorian LPG Ltd
        549300WP1W2WGMC7F395
        Dorian LPG Ltd
        000000000
        
          
        
        11296.00000000
        NS
        USD
        163679.04000000
        0.039446993035
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Dril-Quip Inc
        5299007REICYIJNMW197
        Dril-Quip Inc
        262037104
        
          
        
        14342.00000000
        NS
        USD
        535673.70000000
        0.129098488807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marcus Corp/The
        549300NL0OKPNEMP6B79
        Marcus Corp/The
        566330106
        
          
        
        8995.00000000
        NS
        USD
        159211.50000000
        0.038370306495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cheesecake Factory Inc/The
        529900872XMLK10SY247
        Cheesecake Factory Inc/The
        163072101
        
          
        
        19742.00000000
        NS
        USD
        785534.18000000
        0.189315390217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oxford Industries Inc
        IDZ20O0XD3GS4UOI2L88
        Oxford Industries Inc
        691497309
        
          
        
        6484.00000000
        NS
        USD
        586802.00000000
        0.141420516686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONMED Corp
        Z6C0YCECH9DCU5ZIQW84
        CONMED Corp
        207410101
        
          
        
        11909.00000000
        NS
        USD
        1769081.95000000
        0.426352472263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wabash National Corp
        5299004ZAWHQZI5XO485
        Wabash National Corp
        929566107
        
          
        
        19956.00000000
        NS
        USD
        296147.04000000
        0.071372059760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        5162286.72000000
        NS
        USD
        5162286.72000000
        1.244121961452
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Franklin Street Properties Corp
        549300STLK2T6QY5WO82
        Franklin Street Properties Corp
        35471R106
        
          
        
        38661.00000000
        NS
        USD
        228099.90000000
        0.054972555843
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glatfelter Corp
        549300LDQLQBT38QDY28
        Glatfelter Corp
        377320106
        
          
        
        18081.00000000
        NS
        USD
        223842.78000000
        0.053946580966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MEDNAX Inc
        N/A
        MEDNAX Inc
        58502B106
        
          
        
        34752.00000000
        NS
        USD
        815976.96000000
        0.196652164251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innovative Industrial Properties Inc
        5493008BQ0545EZXRR30
        Innovative Industrial Properties Inc
        45781V101
        
          
        
        10432.00000000
        NS
        USD
        2142732.80000000
        0.516403113309
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boot Barn Holdings Inc
        529900QE1BFMYA3N4E71
        Boot Barn Holdings Inc
        099406100
        
          
        
        12079.00000000
        NS
        USD
        1144968.41000000
        0.275939795930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Designer Brands Inc
        549300X8J6FI8PPRK859
        Designer Brands Inc
        250565108
        
          
        
        25083.00000000
        NS
        USD
        338871.33000000
        0.081668703546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896100
        
          
        
        39214.00000000
        NS
        USD
        883491.42000000
        0.212923291168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        StoneX Group Inc
        549300JUF07L8VF02M60
        StoneX Group Inc
        861896108
        
          
        
        6964.00000000
        NS
        USD
        516937.72000000
        0.124583078205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001K100
        
          
        
        28810.00000000
        NS
        USD
        1024771.70000000
        0.246972135915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Financial Bancorp
        549300D3F5B3EZMY7P77
        First Financial Bancorp
        320209109
        
          
        
        38489.00000000
        NS
        USD
        887171.45000000
        0.213810186141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DiamondRock Hospitality Co
        529900KKD4BPVBUAQ734
        DiamondRock Hospitality Co
        252784301
        
          
        
        85670.00000000
        NS
        USD
        865267.00000000
        0.208531167602
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorman Products Inc
        N/A
        Dorman Products Inc
        258278100
        
          
        
        11586.00000000
        NS
        USD
        1101017.58000000
        0.265347553423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Hawaiian Inc
        5493002DJSH46F5OLV06
        First Hawaiian Inc
        32051X108
        
          
        
        51921.00000000
        NS
        USD
        1448076.69000000
        0.348989529178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patterson-UTI Energy Inc
        254900XGFBKIXD6G0697
        Patterson-UTI Energy Inc
        703481101
        
          
        
        87467.00000000
        NS
        USD
        1353989.16000000
        0.326314236479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lindsay Corp
        549300ZFO0QG5H8TPI61
        Lindsay Corp
        535555106
        
          
        
        4476.00000000
        NS
        USD
        702776.76000000
        0.169370677867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acadia Realty Trust
        N/A
        Acadia Realty Trust
        004239109
        
          
        
        35989.00000000
        NS
        USD
        779881.63000000
        0.187953113773
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knowles Corp
        5493003EO323TDZQU148
        Knowles Corp
        49926D109
        
          
        
        37352.00000000
        NS
        USD
        804188.56000000
        0.193811135047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shoe Carnival Inc
        N/A
        Shoe Carnival Inc
        824889109
        
          
        
        7129.00000000
        NS
        USD
        207881.64000000
        0.050099912642
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banc of California Inc
        549300ZKWUJDP6LJ1X87
        Banc of California Inc
        05990K106
        
          
        
        21987.00000000
        NS
        USD
        425668.32000000
        0.102586960765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iStar Inc
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031U101
        
          
        
        28280.00000000
        NS
        USD
        662034.80000000
        0.159551779782
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CTS Corp
        549300YV1HQLBVHOI649
        CTS Corp
        126501105
        
          
        
        13135.00000000
        NS
        USD
        464190.90000000
        0.111870983600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Archrock Inc
        549300K3RIHMHDVFTL28
        Archrock Inc
        03957W106
        
          
        
        54252.00000000
        NS
        USD
        500745.96000000
        0.120680829976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AZZ Inc
        549300HD1X2NFLWPYC83
        AZZ Inc
        002474104
        
          
        
        10034.00000000
        NS
        USD
        484040.16000000
        0.116654697025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambac Financial Group Inc
        5493000UC0RBBNDHI717
        Ambac Financial Group Inc
        023139884
        
          
        
        18880.00000000
        NS
        USD
        196352.00000000
        0.047321245142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LL Flooring Holdings Inc
        N/A
        LL Flooring Holdings Inc
        55003T107
        
          
        
        11853.00000000
        NS
        USD
        166179.06000000
        0.040049503116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        Rent-A-Center Inc/TX
        76009N100
        
          
        
        24613.00000000
        NS
        USD
        620001.47000000
        0.149421658810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chefs' Warehouse Inc/The
        549300JYEDC8C547E980
        Chefs' Warehouse Inc/The
        163086101
        
          
        
        13251.00000000
        NS
        USD
        431982.60000000
        0.104108715531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xenia Hotels & Resorts Inc
        54930075IWIPHF5IQL62
        Xenia Hotels & Resorts Inc
        984017103
        
          
        
        46479.00000000
        NS
        USD
        896579.91000000
        0.216077644797
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NV5 Global Inc
        N/A
        NV5 Global Inc
        62945V109
        
          
        
        4826.00000000
        NS
        USD
        643305.80000000
        0.155038051375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProPetro Holding Corp
        N/A
        ProPetro Holding Corp
        74347M108
        
          
        
        34413.00000000
        NS
        USD
        479373.09000000
        0.115529923335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Addus HomeCare Corp
        52990090ZT33AKPDBX62
        Addus HomeCare Corp
        006739106
        
          
        
        6498.00000000
        NS
        USD
        606198.42000000
        0.146095094718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANI Pharmaceuticals Inc
        5493000T6CXTND40YH31
        ANI Pharmaceuticals Inc
        00182C103
        
          
        
        5190.00000000
        NS
        USD
        145890.90000000
        0.035160013868
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aaron's Co Inc/The
        N/A
        Aaron's Co Inc/The
        00258W108
        
          
        
        12803.00000000
        NS
        USD
        257084.24000000
        0.061957842769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computer Programs and Systems Inc
        5493005Q6CJC78TGL805
        Computer Programs and Systems Inc
        205306103
        
          
        
        5987.00000000
        NS
        USD
        206252.15000000
        0.049707202123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comfort Systems USA Inc
        5299009DT1ZA5HTU6R38
        Comfort Systems USA Inc
        199908104
        
          
        
        14676.00000000
        NS
        USD
        1306310.76000000
        0.314823641759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EZCORP Inc
        5493003K6PG3ZQ7TUQ63
        EZCORP Inc
        302301106
        
          
        
        22024.00000000
        NS
        USD
        133024.96000000
        0.032059295256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arcosa Inc
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653100
        
          
        
        19672.00000000
        NS
        USD
        1126222.00000000
        0.271421871676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Century Communities Inc
        5299002QMB2O7ZL1CA26
        Century Communities Inc
        156504300
        
          
        
        12093.00000000
        NS
        USD
        647822.01000000
        0.156126467487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Endo International PLC
        5493007TBMWZWGZIB256
        Endo International PLC
        000000000
        
          
        
        95061.00000000
        NS
        USD
        219590.91000000
        0.052921871349
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Renewable Energy Group Inc
        549300HPU3BD8ZI0X358
        Renewable Energy Group Inc
        75972A301
        
          
        
        20468.00000000
        NS
        USD
        1241384.20000000
        0.299176204188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Materion Corp
        549300CJ5RI351SUYT02
        Materion Corp
        576690101
        
          
        
        8318.00000000
        NS
        USD
        713185.32000000
        0.171879162728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amphastar Pharmaceuticals Inc
        54930055TH0ZLSAQMJ38
        Amphastar Pharmaceuticals Inc
        03209R103
        
          
        
        14995.00000000
        NS
        USD
        538320.50000000
        0.129736373176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harsco Corp
        KAO98FK89NPNNPQGUZ43
        Harsco Corp
        415864107
        
          
        
        32226.00000000
        NS
        USD
        394446.24000000
        0.095062373791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American States Water Co
        529900L26LIS2V8PWM23
        American States Water Co
        029899101
        
          
        
        15046.00000000
        NS
        USD
        1339394.92000000
        0.322796993931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ruth's Hospitality Group Inc
        529900JQW9JP41OHOD14
        Ruth's Hospitality Group Inc
        783332109
        
          
        
        12867.00000000
        NS
        USD
        294396.96000000
        0.070950286798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schweitzer-Mauduit International Inc
        549300Z1FU4IDULG1R21
        Schweitzer-Mauduit International Inc
        808541106
        
          
        
        12779.00000000
        NS
        USD
        351422.50000000
        0.084693561925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standex International Corp
        RCX52GR0JW2LRRMH9Z54
        Standex International Corp
        854231107
        
          
        
        5013.00000000
        NS
        USD
        500898.96000000
        0.120717703298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brandywine Realty Trust
        5UZ46ZCYUFYYAC0DS831
        Brandywine Realty Trust
        105368203
        
          
        
        69635.00000000
        NS
        USD
        984638.90000000
        0.237300046672
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marcus & Millichap Inc
        549300B2HE8ULXNB1N48
        Marcus & Millichap Inc
        566324109
        
          
        
        10178.00000000
        NS
        USD
        536177.04000000
        0.129219794806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lakeland Financial Corp
        N/A
        Lakeland Financial Corp
        511656100
        
          
        
        10302.00000000
        NS
        USD
        752046.00000000
        0.181244668374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Vanguard Corp
        529900GWI78WZA5M9783
        American Vanguard Corp
        030371108
        
          
        
        10990.00000000
        NS
        USD
        223316.80000000
        0.053819818679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        La-Z-Boy Inc
        549300WNO1WMN9ZG2519
        La-Z-Boy Inc
        505336107
        
          
        
        17838.00000000
        NS
        USD
        470388.06000000
        0.113364512200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avanos Medical Inc
        549300YCXWOM7NEWMQ58
        Avanos Medical Inc
        05350V106
        
          
        
        19602.00000000
        NS
        USD
        656667.00000000
        0.158258128688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diversified Healthcare Trust
        N/A
        Diversified Healthcare Trust
        25525P107
        
          
        
        98165.00000000
        NS
        USD
        314128.00000000
        0.075705508954
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BankUnited Inc
        96OVUWEW5D4YX6PFXD91
        BankUnited Inc
        06652K103
        
          
        
        34871.00000000
        NS
        USD
        1532929.16000000
        0.369439152985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shake Shack Inc
        529900J74GJAHYP80N79
        Shake Shack Inc
        819047101
        
          
        
        15927.00000000
        NS
        USD
        1081443.30000000
        0.260630110757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simply Good Foods Co/The
        N/A
        Simply Good Foods Co/The
        82900L102
        
          
        
        34443.00000000
        NS
        USD
        1307111.85000000
        0.315016706135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Silica Holdings Inc
        529900HOXGPM9F75C193
        US Silica Holdings Inc
        90346E103
        
          
        
        30351.00000000
        NS
        USD
        566349.66000000
        0.136491459712
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apollo Commercial Real Estate Finance Inc
        549300E0AN7M2AQHSY29
        Apollo Commercial Real Estate Finance Inc
        03762U105
        
          
        
        53744.00000000
        NS
        USD
        748653.92000000
        0.180427169957
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meridian Bioscience Inc
        549300ELSRZEFFFRX195
        Meridian Bioscience Inc
        589584101
        
          
        
        17773.00000000
        NS
        USD
        461387.08000000
        0.111195257081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Bancorp/Southern Pines NC
        N/A
        First Bancorp/Southern Pines NC
        318910106
        
          
        
        14057.00000000
        NS
        USD
        587160.89000000
        0.141507009931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helmerich & Payne Inc
        254900NAOGHJ88RZ4C73
        Helmerich & Payne Inc
        423452101
        
          
        
        42904.00000000
        NS
        USD
        1835433.12000000
        0.442343243842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Assets Trust Inc
        N/A
        American Assets Trust Inc
        024013104
        
          
        
        21420.00000000
        NS
        USD
        811603.80000000
        0.195598223490
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resideo Technologies Inc
        5493006TKFPYISY2DS54
        Resideo Technologies Inc
        76118Y104
        
          
        
        58777.00000000
        NS
        USD
        1400655.91000000
        0.337561021420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AngioDynamics Inc
        549300W3VKC5ZKMO8C28
        AngioDynamics Inc
        03475V101
        
          
        
        15750.00000000
        NS
        USD
        339255.00000000
        0.081761168824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Middlesex Water Co
        N/A
        Middlesex Water Co
        596680108
        
          
        
        7124.00000000
        NS
        USD
        749231.08000000
        0.180566266732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cavco Industries Inc
        N/A
        Cavco Industries Inc
        149568107
        
          
        
        3471.00000000
        NS
        USD
        835990.35000000
        0.201475433351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insteel Industries Inc
        52990026LKY4MOX3L174
        Insteel Industries Inc
        45774W108
        
          
        
        7905.00000000
        NS
        USD
        292405.95000000
        0.070470449199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enanta Pharmaceuticals Inc
        529900SSN4DODDQSN594
        Enanta Pharmaceuticals Inc
        29251M106
        
          
        
        7425.00000000
        NS
        USD
        528511.50000000
        0.127372383537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343103
        
          
        
        9143.00000000
        NS
        USD
        551322.90000000
        0.132869978934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horace Mann Educators Corp
        254900G5YAV3A2YK8T32
        Horace Mann Educators Corp
        440327104
        
          
        
        16832.00000000
        NS
        USD
        704082.56000000
        0.169685378415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TrueBlue Inc
        N/A
        TrueBlue Inc
        89785X101
        
          
        
        14439.00000000
        NS
        USD
        417142.71000000
        0.100532270817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Organogenesis Holdings Inc
        549300RLC2O821TU6941
        Organogenesis Holdings Inc
        68621F102
        
          
        
        25760.00000000
        NS
        USD
        196291.20000000
        0.047306592214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hersha Hospitality Trust
        549300DNC58BIN1VO064
        Hersha Hospitality Trust
        427825500
        
          
        
        13436.00000000
        NS
        USD
        121998.88000000
        0.029401986777
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSG Systems International Inc
        549300D7FJZUOHHXUA81
        CSG Systems International Inc
        126349109
        
          
        
        13223.00000000
        NS
        USD
        840586.11000000
        0.202583021181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signet Jewelers Ltd
        549300N3XPGE91WV7M22
        Signet Jewelers Ltd
        000000000
        
          
        
        21423.00000000
        NS
        USD
        1557452.10000000
        0.375349233124
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ultra Clean Holdings Inc
        5493007L6LS7QX18PE75
        Ultra Clean Holdings Inc
        90385V107
        
          
        
        18279.00000000
        NS
        USD
        774846.81000000
        0.186739711559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneSpan Inc
        549300D67QDZG593UX89
        OneSpan Inc
        68287N100
        
          
        
        14054.00000000
        NS
        USD
        202939.76000000
        0.048908909164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bancorp Inc/The
        N/A
        Bancorp Inc/The
        05969A105
        
          
        
        23362.00000000
        NS
        USD
        661845.46000000
        0.159506148444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LTC Properties Inc
        549300NRZP8IJG2KY677
        LTC Properties Inc
        502175102
        
          
        
        16278.00000000
        NS
        USD
        626214.66000000
        0.150919050674
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WisdomTree Investments Inc
        549300WIU8IS7UFO7871
        WisdomTree Investments Inc
        97717P104
        
          
        
        44223.00000000
        NS
        USD
        259589.01000000
        0.062561497609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMS Inc
        52990057RENOQO4U0D72
        GMS Inc
        36251C103
        
          
        
        17525.00000000
        NS
        USD
        872219.25000000
        0.210206674480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NOW Inc
        549300AVH5SOCFVVDW91
        NOW Inc
        67011P100
        
          
        
        44990.00000000
        NS
        USD
        496239.70000000
        0.119594811834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adtalem Global Education Inc
        549300Z467EZLMODV621
        Adtalem Global Education Inc
        00737L103
        
          
        
        20301.00000000
        NS
        USD
        603142.71000000
        0.145358662178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MYR Group Inc
        529900G1IMMZHOQ17I54
        MYR Group Inc
        55405W104
        
          
        
        6867.00000000
        NS
        USD
        645772.68000000
        0.155632574645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perficient Inc
        549300HTBXKL2755T650
        Perficient Inc
        71375U101
        
          
        
        13411.00000000
        NS
        USD
        1476416.99000000
        0.355819601109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Golden Entertainment Inc
        549300P8YYCKQVJ0Y638
        Golden Entertainment Inc
        381013101
        
          
        
        8276.00000000
        NS
        USD
        480587.32000000
        0.115822555320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kaman Corp
        5493003YK076OLTEQF95
        Kaman Corp
        483548103
        
          
        
        11323.00000000
        NS
        USD
        492324.04000000
        0.118651129535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cara Therapeutics Inc
        549300COVOY41P0GZ881
        Cara Therapeutics Inc
        140755109
        
          
        
        17168.00000000
        NS
        USD
        208591.20000000
        0.050270918095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Electronics Inc
        549300W18RHYZOZKOP53
        Benchmark Electronics Inc
        08160H101
        
          
        
        14321.00000000
        NS
        USD
        358597.84000000
        0.086422833963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Titan International Inc
        254900CXRGBE7C4B5A06
        Titan International Inc
        88830M102
        
          
        
        20837.00000000
        NS
        USD
        306929.01000000
        0.073970537217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scholastic Corp
        N/A
        Scholastic Corp
        807066105
        
          
        
        12336.00000000
        NS
        USD
        496894.08000000
        0.119752518791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        Sanmina Corp
        801056102
        
          
        
        25874.00000000
        NS
        USD
        1045827.08000000
        0.252046526797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454L100
        
          
        
        49453.00000000
        NS
        USD
        1926194.35000000
        0.464216891242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Park Aerospace Corp
        5299004AG0G7IB636095
        Park Aerospace Corp
        70014A104
        
          
        
        7997.00000000
        NS
        USD
        104360.85000000
        0.025151184434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilltop Holdings Inc
        54930010TA543US0PM65
        Hilltop Holdings Inc
        432748101
        
          
        
        24742.00000000
        NS
        USD
        727414.80000000
        0.175308497348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagstar Bancorp Inc
        549300Q22V2Y3J4R2715
        Flagstar Bancorp Inc
        337930705
        
          
        
        21657.00000000
        NS
        USD
        918256.80000000
        0.221301820897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        America's Car-Mart Inc/TX
        N/A
        America's Car-Mart Inc/TX
        03062T105
        
          
        
        2470.00000000
        NS
        USD
        198983.20000000
        0.047955369879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTEC Holdings Inc
        GTJS1N8S8I28A7L4WG97
        TTEC Holdings Inc
        89854H102
        
          
        
        7456.00000000
        NS
        USD
        615269.12000000
        0.148281152503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Assured Guaranty Ltd
        549300BBOQUJEPH87M14
        Assured Guaranty Ltd
        000000000
        
          
        
        28423.00000000
        NS
        USD
        1809408.18000000
        0.436071178543
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PennyMac Mortgage Investment Trust
        549300BSSOQO1ZWDUJ97
        PennyMac Mortgage Investment Trust
        70931T103
        
          
        
        38597.00000000
        NS
        USD
        651903.33000000
        0.157110074195
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ePlus Inc
        529900FFY8AAFJ21NE91
        ePlus Inc
        294268107
        
          
        
        10938.00000000
        NS
        USD
        613184.28000000
        0.147778701676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FB Financial Corp
        5493000B2LD2C2A6C435
        FB Financial Corp
        30257X104
        
          
        
        14515.00000000
        NS
        USD
        644756.30000000
        0.155387624927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thryv Holdings Inc
        N/A
        Thryv Holdings Inc
        886029206
        
          
        
        6892.00000000
        NS
        USD
        193803.04000000
        0.046706940419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heartland Express Inc
        5299005V45FZIQGLOG39
        Heartland Express Inc
        422347104
        
          
        
        18956.00000000
        NS
        USD
        266710.92000000
        0.064277892904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PBF Energy Inc
        2549003PBEDCSZMZIY02
        PBF Energy Inc
        69318G106
        
          
        
        38665.00000000
        NS
        USD
        942266.05000000
        0.227088100665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rambus Inc
        2549000211GDCQSLV833
        Rambus Inc
        750917106
        
          
        
        44534.00000000
        NS
        USD
        1420189.26000000
        0.342268599870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegheny Technologies Inc
        ZW1LRE7C3H17O2ZN9B45
        Allegheny Technologies Inc
        01741R102
        
          
        
        51812.00000000
        NS
        USD
        1390634.08000000
        0.335145739303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deluxe Corp
        KWGNKB8TX9LE5TV29231
        Deluxe Corp
        248019101
        
          
        
        17418.00000000
        NS
        USD
        526720.32000000
        0.126940705388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCI Group Inc
        549300CZF7EZJH0MPH74
        HCI Group Inc
        40416E103
        
          
        
        3259.00000000
        NS
        USD
        222198.62000000
        0.053550334946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ScanSource Inc
        7FHBAN017QDY4K2KP156
        ScanSource Inc
        806037107
        
          
        
        10414.00000000
        NS
        USD
        362303.06000000
        0.087315799779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETGEAR Inc
        54930067KX3UNRHDWA78
        NETGEAR Inc
        64111Q104
        
          
        
        11865.00000000
        NS
        USD
        292828.20000000
        0.070572212337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Real Estate Investment Trust
        549300DI34BGS8LVKW95
        Washington Real Estate Investment Trust
        939653101
        
          
        
        34430.00000000
        NS
        USD
        877965.00000000
        0.211591412320
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ESCO Technologies Inc
        5493007JJLP5MEWVDH10
        ESCO Technologies Inc
        296315104
        
          
        
        10572.00000000
        NS
        USD
        739194.24000000
        0.178147367173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwest Natural Holding Co
        N/A
        Northwest Natural Holding Co
        66765N105
        
          
        
        12496.00000000
        NS
        USD
        646293.12000000
        0.155758001780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pennant Group Inc/The
        5493007H2OYR6BYLDA64
        Pennant Group Inc/The
        70805E109
        
          
        
        11097.00000000
        NS
        USD
        206737.11000000
        0.049824078504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diodes Inc
        549300XP2X1ARVH3BX23
        Diodes Inc
        254543101
        
          
        
        18334.00000000
        NS
        USD
        1594874.66000000
        0.384368148825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Urstadt Biddle Properties Inc
        549300XXD0YL0AER3Z82
        Urstadt Biddle Properties Inc
        917286205
        
          
        
        12200.00000000
        NS
        USD
        229482.00000000
        0.055305644851
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ebix Inc
        549300DHXVZR5SW5QR44
        Ebix Inc
        278715206
        
          
        
        9696.00000000
        NS
        USD
        321422.40000000
        0.077463474702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Badger Meter Inc
        5493002JENE20OGTUG20
        Badger Meter Inc
        056525108
        
          
        
        11910.00000000
        NS
        USD
        1187546.10000000
        0.286201108807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tompkins Financial Corp
        254900QDQ6V0QJ0Z2348
        Tompkins Financial Corp
        890110109
        
          
        
        4822.00000000
        NS
        USD
        377417.94000000
        0.090958517662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexander & Baldwin Inc
        N/A
        Alexander & Baldwin Inc
        014491104
        
          
        
        29505.00000000
        NS
        USD
        684220.95000000
        0.164898688614
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Healthcare Trust Inc
        549300FATSRCMKOV9536
        Community Healthcare Trust Inc
        20369C106
        
          
        
        9536.00000000
        NS
        USD
        402514.56000000
        0.097006855888
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Big Lots Inc
        N/A
        Big Lots Inc
        089302103
        
          
        
        12487.00000000
        NS
        USD
        432050.20000000
        0.104125007273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Compass Minerals International Inc
        2549008X9G8XP7YJGC47
        Compass Minerals International Inc
        20451N101
        
          
        
        13861.00000000
        NS
        USD
        870332.19000000
        0.209751889050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axcelis Technologies Inc
        529900HF9B6NL1QG9F05
        Axcelis Technologies Inc
        054540208
        
          
        
        13566.00000000
        NS
        USD
        1024639.98000000
        0.246940391118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ellington Financial Inc
        60GS1D1R1YY5G1W7IT74
        Ellington Financial Inc
        28852N109
        
          
        
        22174.00000000
        NS
        USD
        393588.50000000
        0.094855656646
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matson Inc
        549300OI5H3Y0I9I4I12
        Matson Inc
        57686G105
        
          
        
        17115.00000000
        NS
        USD
        2064411.30000000
        0.497527467013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SiriusPoint Ltd
        549300OGXFI85N3YZZ51
        SiriusPoint Ltd
        000000000
        
          
        
        34925.00000000
        NS
        USD
        261239.00000000
        0.062959148671
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Academy Sports & Outdoors Inc
        N/A
        Academy Sports & Outdoors Inc
        00402L107
        
          
        
        35682.00000000
        NS
        USD
        1405870.80000000
        0.338817820883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LGI Homes Inc
        549300W02B4WNV8CV109
        LGI Homes Inc
        50187T106
        
          
        
        8698.00000000
        NS
        USD
        849620.64000000
        0.204760361921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AeroVironment Inc
        529900PGHVI29YLZ6221
        AeroVironment Inc
        008073108
        
          
        
        9392.00000000
        NS
        USD
        884162.88000000
        0.213085114441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPX FLOW Inc
        5493003YXEKRBINIEM78
        SPX FLOW Inc
        78469X107
        
          
        
        17089.00000000
        NS
        USD
        1473413.58000000
        0.355095772979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritex Holdings Inc
        549300F3SMOML02SC814
        Veritex Holdings Inc
        923451108
        
          
        
        20095.00000000
        NS
        USD
        767026.15000000
        0.184854916044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PC Connection Inc
        5299005WPRNIXDV2KM73
        PC Connection Inc
        69318J100
        
          
        
        4471.00000000
        NS
        USD
        234235.69000000
        0.056451294143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Bancorp Inc
        549300B47NZODRMG3D47
        Eagle Bancorp Inc
        268948106
        
          
        
        12991.00000000
        NS
        USD
        740616.91000000
        0.178490233637
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heritage Financial Corp/WA
        N/A
        Heritage Financial Corp/WA
        42722X106
        
          
        
        14256.00000000
        NS
        USD
        357255.36000000
        0.086099293458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NMI Holdings Inc
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209305
        
          
        
        34905.00000000
        NS
        USD
        719741.10000000
        0.173459119502
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blucora Inc
        5299001IO03J69IP6L77
        Blucora Inc
        095229100
        
          
        
        19817.00000000
        NS
        USD
        387422.35000000
        0.093369601522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Group Inc
        N/A
        Independent Bank Group Inc
        45384B106
        
          
        
        14965.00000000
        NS
        USD
        1064909.40000000
        0.256645406068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Community Banks Inc/GA
        549300GVW0FV66X3U703
        United Community Banks Inc/GA
        90984P303
        
          
        
        42679.00000000
        NS
        USD
        1485229.20000000
        0.357943362260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WD-40 Co
        549300UZHTN0CNKBOB19
        WD-40 Co
        929236107
        
          
        
        5572.00000000
        NS
        USD
        1020957.56000000
        0.246052920149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Griffon Corp
        5493000C2SGNC7ZN3242
        Griffon Corp
        398433102
        
          
        
        19293.00000000
        NS
        USD
        386438.79000000
        0.093132561493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Granite Point Mortgage Trust Inc
        529900VX2HQZ76AYIE02
        Granite Point Mortgage Trust Inc
        38741L107
        
          
        
        21980.00000000
        NS
        USD
        244417.60000000
        0.058905155877
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Dot Corp
        N/A
        Green Dot Corp
        39304D102
        
          
        
        22247.00000000
        NS
        USD
        611347.56000000
        0.147336048292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innospec Inc
        213800SQBACNY5IWJO68
        Innospec Inc
        45768S105
        
          
        
        10032.00000000
        NS
        USD
        928461.60000000
        0.223761199169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stewart Information Services Corp
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        860372101
        
          
        
        10948.00000000
        NS
        USD
        663558.28000000
        0.159918941668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems Inc
        671044105
        
          
        
        6683.00000000
        NS
        USD
        568856.96000000
        0.137095724288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realogy Holdings Corp
        5493004HBTOTE9DI9P12
        Realogy Holdings Corp
        75605Y106
        
          
        
        47463.00000000
        NS
        USD
        744219.84000000
        0.179358547347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Two Harbors Investment Corp
        549300ZUIBT6KH4HU823
        Two Harbors Investment Corp
        90187B408
        
          
        
        139922.00000000
        NS
        USD
        773768.66000000
        0.186479875141
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genesco Inc
        549300VY2Q511P1K5P56
        Genesco Inc
        371532102
        
          
        
        5607.00000000
        NS
        USD
        356661.27000000
        0.085956116518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helix Energy Solutions Group Inc
        416AP2JOUTCWEGSOZW41
        Helix Energy Solutions Group Inc
        42330P107
        
          
        
        57525.00000000
        NS
        USD
        274969.50000000
        0.066268228061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banner Corp
        N/A
        Banner Corp
        06652V208
        
          
        
        13934.00000000
        NS
        USD
        815557.02000000
        0.196550957828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CorVel Corp
        N/A
        CorVel Corp
        221006109
        
          
        
        3824.00000000
        NS
        USD
        644114.56000000
        0.155232964237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527106
        
          
        
        3950.00000000
        NS
        USD
        173642.00000000
        0.041848087358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chuy's Holdings Inc
        N/A
        Chuy's Holdings Inc
        171604101
        
          
        
        8064.00000000
        NS
        USD
        217728.00000000
        0.052472906120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GEO Group Inc/The
        N/A
        GEO Group Inc/The
        36162J106
        
          
        
        49863.00000000
        NS
        USD
        329594.43000000
        0.079432951127
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ensign Group Inc/The
        5493003K4HEEA8Q0BC72
        Ensign Group Inc/The
        29358P101
        
          
        
        21301.00000000
        NS
        USD
        1917303.01000000
        0.462074059594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Holding Co
        N/A
        City Holding Co
        177835105
        
          
        
        6140.00000000
        NS
        USD
        483218.00000000
        0.116456554735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AAR Corp
        MP76T5YQX3YK5VVAQ802
        AAR Corp
        000361105
        
          
        
        13587.00000000
        NS
        USD
        658018.41000000
        0.158583821342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innoviva Inc
        549300ACOX4QTBES6535
        Innoviva Inc
        45781M101
        
          
        
        25457.00000000
        NS
        USD
        492592.95000000
        0.118715937411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Employers Holdings Inc
        N/A
        Employers Holdings Inc
        292218104
        
          
        
        11379.00000000
        NS
        USD
        466766.58000000
        0.112491727900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hawaiian Holdings Inc
        529900TQUS2JVPSSPP86
        Hawaiian Holdings Inc
        419879101
        
          
        
        20839.00000000
        NS
        USD
        410528.30000000
        0.098938184089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Albany International Corp
        L73WCPNCZIRSQGZTW097
        Albany International Corp
        012348108
        
          
        
        13180.00000000
        NS
        USD
        1111337.60000000
        0.267834699957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ATN International Inc
        54930013NP7VEU877V56
        ATN International Inc
        00215F107
        
          
        
        4424.00000000
        NS
        USD
        176429.12000000
        0.042519789143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571108
        
          
        
        29640.00000000
        NS
        USD
        1309198.80000000
        0.315519665476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progress Software Corp
        549300R65B3JG6972S24
        Progress Software Corp
        743312100
        
          
        
        18019.00000000
        NS
        USD
        848514.71000000
        0.204493830464
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Summit Hotel Properties Inc
        254900OBQWJK6X20LS71
        Summit Hotel Properties Inc
        866082100
        
          
        
        43265.00000000
        NS
        USD
        430919.40000000
        0.103852482094
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Guess? Inc
        549300QVH3ZK2DW0KP86
        Guess? Inc
        401617105
        
          
        
        15849.00000000
        NS
        USD
        346300.65000000
        0.083459185298
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cal-Maine Foods Inc
        549300NHE5WMIEIEMF53
        Cal-Maine Foods Inc
        128030202
        
          
        
        15242.00000000
        NS
        USD
        841663.24000000
        0.202842611777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heska Corp
        529900O1OR2EB7L0HY27
        Heska Corp
        42805E306
        
          
        
        4360.00000000
        NS
        USD
        602900.80000000
        0.145300361359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SITE Centers Corp
        W2AVA6SODOQ1LCYJQR54
        SITE Centers Corp
        82981J109
        
          
        
        73085.00000000
        NS
        USD
        1221250.35000000
        0.294323903974
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FormFactor Inc
        549300YCEEO6SZD1ZR61
        FormFactor Inc
        346375108
        
          
        
        31848.00000000
        NS
        USD
        1338571.44000000
        0.322598533519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Korn Ferry
        549300FOD20OM0GT5G40
        Korn Ferry
        500643200
        
          
        
        22154.00000000
        NS
        USD
        1438680.76000000
        0.346725090278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABM Industries Inc
        QF02R89VEIOROM77J447
        ABM Industries Inc
        000957100
        
          
        
        27404.00000000
        NS
        USD
        1261680.16000000
        0.304067573252
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Bank/Los Angeles CA
        5493007K6HGI9G0ECX16
        Preferred Bank/Los Angeles CA
        740367404
        
          
        
        5489.00000000
        NS
        USD
        406680.01000000
        0.098010738102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Presto Industries Inc
        N/A
        National Presto Industries Inc
        637215104
        
          
        
        2080.00000000
        NS
        USD
        160056.00000000
        0.038573832772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diebold Nixdorf Inc
        549300XZK6EWDBAZSY16
        Diebold Nixdorf Inc
        253651103
        
          
        
        29658.00000000
        NS
        USD
        199598.34000000
        0.048103619913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CalAmp Corp
        5493007SIGZIX83TOW07
        CalAmp Corp
        128126109
        
          
        
        14807.00000000
        NS
        USD
        108239.17000000
        0.026085867715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Douglas Elliman Inc
        N/A
        Douglas Elliman Inc
        25961D105
        
          
        
        26848.00000000
        NS
        USD
        195990.40000000
        0.047234098782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RPC Inc
        N/A
        RPC Inc
        749660106
        
          
        
        28536.00000000
        NS
        USD
        304479.12000000
        0.073380108572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getty Realty Corp
        N/A
        Getty Realty Corp
        374297109
        
          
        
        16001.00000000
        NS
        USD
        457948.62000000
        0.110366580986
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marten Transport Ltd
        N/A
        Marten Transport Ltd
        573075108
        
          
        
        24331.00000000
        NS
        USD
        432118.56000000
        0.104141482177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Photronics Inc
        549300OK5JVNIBNY6F63
        Photronics Inc
        719405102
        
          
        
        25088.00000000
        NS
        USD
        425743.36000000
        0.102605045563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Urban Edge Properties
        N/A
        Urban Edge Properties
        91704F104
        
          
        
        44783.00000000
        NS
        USD
        855355.30000000
        0.206142427047
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agilysys Inc
        5299001XWB5V3B5IPN93
        Agilysys Inc
        00847J105
        
          
        
        7991.00000000
        NS
        USD
        318681.08000000
        0.076802810814
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fabrinet
        5493004TETZ6IYF7CV44
        Fabrinet
        000000000
        
          
        
        15065.00000000
        NS
        USD
        1583783.45000000
        0.381695143878
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        G-III Apparel Group Ltd
        529900O5KABM3R3SFM87
        G-III Apparel Group Ltd
        36237H101
        
          
        
        17768.00000000
        NS
        USD
        480624.40000000
        0.115831491678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimvie Inc
        549300GFKURT1J6XR665
        Zimvie Inc
        98888T107
        
          
        
        8500.00000000
        NS
        USD
        194140.00000000
        0.046788148488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CoreCivic Inc
        529900JFA3K6PTLT8B15
        CoreCivic Inc
        21871N101
        
          
        
        48954.00000000
        NS
        USD
        546816.18000000
        0.131783849932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insight Enterprises Inc
        529900S8991TYW6YP792
        Insight Enterprises Inc
        45765U103
        
          
        
        14205.00000000
        NS
        USD
        1524480.60000000
        0.367403032249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RPT Realty
        549300T03GDH1L37S188
        RPT Realty
        74971D101
        
          
        
        34234.00000000
        NS
        USD
        471402.18000000
        0.113608917254
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cato Corp/The
        529900R4SJUY7GCUU865
        Cato Corp/The
        149205106
        
          
        
        7807.00000000
        NS
        USD
        114450.62000000
        0.027582840234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Automotive Inc
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545G102
        
          
        
        8437.00000000
        NS
        USD
        358656.87000000
        0.086437060317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hibbett Inc
        529900RD6P643J1CZM55
        Hibbett Inc
        428567101
        
          
        
        5270.00000000
        NS
        USD
        233671.80000000
        0.056315395467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        Xperi Holding Corp
        98390M103
        
          
        
        42503.00000000
        NS
        USD
        736151.96000000
        0.177414171292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seacoast Banking Corp of Florida
        549300V6IC06XYQYPG88
        Seacoast Banking Corp of Florida
        811707801
        
          
        
        23898.00000000
        NS
        USD
        836907.96000000
        0.201696579292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veeco Instruments Inc
        5493004201F72ADDZW04
        Veeco Instruments Inc
        922417100
        
          
        
        20552.00000000
        NS
        USD
        558808.88000000
        0.134674115865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        El Pollo Loco Holdings Inc
        549300EZCBNF4G707K90
        El Pollo Loco Holdings Inc
        268603107
        
          
        
        7809.00000000
        NS
        USD
        90740.58000000
        0.021868670706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwest Bancshares Inc
        N/A
        Northwest Bancshares Inc
        667340103
        
          
        
        51431.00000000
        NS
        USD
        694832.81000000
        0.167456169203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iTeos Therapeutics Inc
        N/A
        iTeos Therapeutics Inc
        46565G104
        
          
        
        8184.00000000
        NS
        USD
        263361.12000000
        0.063470584056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlas Air Worldwide Holdings Inc
        549300R0A2TUVCYZB465
        Atlas Air Worldwide Holdings Inc
        049164205
        
          
        
        10991.00000000
        NS
        USD
        949292.67000000
        0.228781530870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gannett Co Inc
        549300JQ2PU0RI3ZBA32
        Gannett Co Inc
        36472T109
        
          
        
        57927.00000000
        NS
        USD
        261250.77000000
        0.062961985265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perdoceo Education Corp
        529900X5PCA184O9LY90
        Perdoceo Education Corp
        71363P106
        
          
        
        28446.00000000
        NS
        USD
        326560.08000000
        0.078701666392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LivePerson Inc
        549300IN2P1JZ20G7N40
        LivePerson Inc
        538146101
        
          
        
        27526.00000000
        NS
        USD
        672184.92000000
        0.161997980059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Par Pacific Holdings Inc
        549300BTNS7MHSHRLR55
        Par Pacific Holdings Inc
        69888T207
        
          
        
        18597.00000000
        NS
        USD
        242132.94000000
        0.058354548010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcBest Corp
        5493006S3KBNE8ZS3J23
        ArcBest Corp
        03937C105
        
          
        
        10125.00000000
        NS
        USD
        815062.50000000
        0.196431777467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        Clearwater Paper Corp
        18538R103
        
          
        
        6797.00000000
        NS
        USD
        190519.91000000
        0.045915699181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Industrial Logistics Properties Trust
        5493004XH9PJW009HR47
        Industrial Logistics Properties Trust
        456237106
        
          
        
        26582.00000000
        NS
        USD
        602613.94000000
        0.145231227495
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegiance Bancshares Inc
        N/A
        Allegiance Bancshares Inc
        01748H107
        
          
        
        7735.00000000
        NS
        USD
        345599.80000000
        0.083290278974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chico's FAS Inc
        5299003ESGN5T1MFXY13
        Chico's FAS Inc
        168615102
        
          
        
        49847.00000000
        NS
        USD
        239265.60000000
        0.057663513037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries Inc
        90278Q108
        
          
        
        25202.00000000
        NS
        USD
        1944586.32000000
        0.468649394710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arlo Technologies Inc
        549300T4EUX2OQ75HV52
        Arlo Technologies Inc
        04206A101
        
          
        
        34305.00000000
        NS
        USD
        303942.30000000
        0.073250733822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank Holdings Corp
        N/A
        National Bank Holdings Corp
        633707104
        
          
        
        12190.00000000
        NS
        USD
        491013.20000000
        0.118335214337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fulgent Genetics Inc
        549300CL6P01M68QJ404
        Fulgent Genetics Inc
        359664109
        
          
        
        7893.00000000
        NS
        USD
        492602.13000000
        0.118718149810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ichor Holdings Ltd
        529900PS8R2JVLJ2H892
        Ichor Holdings Ltd
        000000000
        
          
        
        11560.00000000
        NS
        USD
        411767.20000000
        0.099236761596
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Selectquote Inc
        549300BV28BWDIN9SP24
        Selectquote Inc
        816307300
        
          
        
        51250.00000000
        NS
        USD
        142987.50000000
        0.034460288359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Pacific Financial Corp
        549300W3YEAOZ4KGG849
        Central Pacific Financial Corp
        154760409
        
          
        
        11250.00000000
        NS
        USD
        313875.00000000
        0.075644535422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCI Industries
        549300E1B98YNJ1WIQ04
        LCI Industries
        50189K103
        
          
        
        10285.00000000
        NS
        USD
        1067685.85000000
        0.257314536360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RE/MAX Holdings Inc
        54930033W2KS56JHAN30
        RE/MAX Holdings Inc
        75524W108
        
          
        
        7657.00000000
        NS
        USD
        212328.61000000
        0.051171641769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bloomin' Brands Inc
        E1UJ2GO305B5FXGV7N04
        Bloomin' Brands Inc
        094235108
        
          
        
        33040.00000000
        NS
        USD
        724897.60000000
        0.174701846852
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allscripts Healthcare Solutions Inc
        Y68YJHVB1GU4TAU3C223
        Allscripts Healthcare Solutions Inc
        01988P108
        
          
        
        49907.00000000
        NS
        USD
        1123905.64000000
        0.270863624042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greenhill & Co Inc
        529900VEOQHHHSPI9C69
        Greenhill & Co Inc
        395259104
        
          
        
        5497.00000000
        NS
        USD
        85038.59000000
        0.020494479119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Public Education Inc
        254900GZNX6TJQGM4S17
        American Public Education Inc
        02913V103
        
          
        
        7691.00000000
        NS
        USD
        163356.84000000
        0.039369342158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Century Aluminum Co
        549300U5ODNGEYWKSW73
        Century Aluminum Co
        156431108
        
          
        
        20545.00000000
        NS
        USD
        540538.95000000
        0.130271024294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Proto Labs Inc
        529900QHG5MGWT2WQQ09
        Proto Labs Inc
        743713109
        
          
        
        11228.00000000
        NS
        USD
        593961.20000000
        0.143145898949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries Inc
        624756102
        
          
        
        23363.00000000
        NS
        USD
        1265573.71000000
        0.305005926995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palomar Holdings Inc
        549300DOI1MUW11BLX74
        Palomar Holdings Inc
        69753M105
        
          
        
        9831.00000000
        NS
        USD
        629085.69000000
        0.151610974944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        B Riley Financial Inc
        N/A
        B Riley Financial Inc
        05580M108
        
          
        
        6550.00000000
        NS
        USD
        458238.00000000
        0.110436322175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        California Water Service Group
        529900QABDOBU6UVRQ36
        California Water Service Group
        130788102
        
          
        
        21425.00000000
        NS
        USD
        1270074.00000000
        0.306090506354
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Equity Investment Life Holding Co
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676206
        
          
        
        33546.00000000
        NS
        USD
        1338820.86000000
        0.322658644263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renasant Corp
        549300OVE6OZHW2UUH81
        Renasant Corp
        75970E107
        
          
        
        22660.00000000
        NS
        USD
        757977.00000000
        0.182674051854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Robin Gourmet Burgers Inc
        529900V6NUMBYX34LV46
        Red Robin Gourmet Burgers Inc
        75689M101
        
          
        
        6384.00000000
        NS
        USD
        107634.24000000
        0.025940078312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unitil Corp
        N/A
        Unitil Corp
        913259107
        
          
        
        6500.00000000
        NS
        USD
        324220.00000000
        0.078137702189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mr Cooper Group Inc
        549300KD8C6DPXYC2M26
        Mr Cooper Group Inc
        62482R107
        
          
        
        30588.00000000
        NS
        USD
        1396953.96000000
        0.336668843681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        S&T Bancorp Inc
        N/A
        S&T Bancorp Inc
        783859101
        
          
        
        16199.00000000
        NS
        USD
        479166.42000000
        0.115480115430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LeMaitre Vascular Inc
        549300FZUBUB7MHY8R17
        LeMaitre Vascular Inc
        525558201
        
          
        
        7814.00000000
        NS
        USD
        363116.58000000
        0.087511859811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NeoGenomics Inc
        N/A
        NeoGenomics Inc
        64049M209
        
          
        
        50094.00000000
        NS
        USD
        608642.10000000
        0.146684026739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comtech Telecommunications Corp
        529900FTEZ8MGM0Y8F73
        Comtech Telecommunications Corp
        205826209
        
          
        
        10735.00000000
        NS
        USD
        168432.15000000
        0.040592502546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fossil Group Inc
        DDMY8YZ6L8UEMS1FDM73
        Fossil Group Inc
        34988V106
        
          
        
        19340.00000000
        NS
        USD
        186437.60000000
        0.044931853882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unisys Corp
        549300T21W22FIJJOW08
        Unisys Corp
        909214306
        
          
        
        27357.00000000
        NS
        USD
        591184.77000000
        0.142476773477
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pitney Bowes Inc
        549300N2O26NW4ST6W55
        Pitney Bowes Inc
        724479100
        
          
        
        67333.00000000
        NS
        USD
        350131.60000000
        0.084382452309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alamo Group Inc
        54930080C93RVZRSDV26
        Alamo Group Inc
        011311107
        
          
        
        4027.00000000
        NS
        USD
        579042.33000000
        0.139550419889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Itron Inc
        24F6LSZD18II6ICG6S41
        Itron Inc
        465741106
        
          
        
        18424.00000000
        NS
        USD
        970576.32000000
        0.233910935303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sturm Ruger & Co Inc
        529900DV1BWFJSHFO847
        Sturm Ruger & Co Inc
        864159108
        
          
        
        7161.00000000
        NS
        USD
        498548.82000000
        0.120151314613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J & J Snack Foods Corp
        N/A
        J & J Snack Foods Corp
        466032109
        
          
        
        6081.00000000
        NS
        USD
        943163.10000000
        0.227304291603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163103
        
          
        
        23648.00000000
        NS
        USD
        977844.80000000
        0.235662654276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        St Joe Co/The
        529900XVHOT3BF8PWG49
        St Joe Co/The
        790148100
        
          
        
        13425.00000000
        NS
        USD
        795297.00000000
        0.191668250379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tennant Co
        JYAIRLT8DVP6DP8UT336
        Tennant Co
        880345103
        
          
        
        7533.00000000
        NS
        USD
        593600.40000000
        0.143058945390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732102
        
          
        
        30724.00000000
        NS
        USD
        1352470.48000000
        0.325948231404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tredegar Corp
        54930003228ERHCH6K87
        Tredegar Corp
        894650100
        
          
        
        10488.00000000
        NS
        USD
        125751.12000000
        0.030306284512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Andersons Inc/The
        L38MWB8MVRFV7HVJPU11
        Andersons Inc/The
        034164103
        
          
        
        12384.00000000
        NS
        USD
        622419.84000000
        0.150004491069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seneca Foods Corp
        N/A
        Seneca Foods Corp
        817070501
        
          
        
        2493.00000000
        NS
        USD
        128489.22000000
        0.030966172373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDF Solutions Inc
        549300GMSP6MROFBI160
        PDF Solutions Inc
        693282105
        
          
        
        12159.00000000
        NS
        USD
        338871.33000000
        0.081668703546
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegiant Travel Co
        549300JM9OZXOHWL2K18
        Allegiant Travel Co
        01748X102
        
          
        
        6188.00000000
        NS
        USD
        1004869.32000000
        0.242175620458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRA Group Inc
        549300Q5HW3JSSB86K27
        PRA Group Inc
        69354N106
        
          
        
        17750.00000000
        NS
        USD
        800170.00000000
        0.192842653632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        Service Properties Trust
        81761L102
        
          
        
        67097.00000000
        NS
        USD
        592466.51000000
        0.142785675514
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abercrombie & Fitch Co
        5493000J7LL72TOGT983
        Abercrombie & Fitch Co
        002896207
        
          
        
        23011.00000000
        NS
        USD
        736121.89000000
        0.177406924359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TechTarget Inc
        529900YQA5JL2H2VMB84
        TechTarget Inc
        87874R100
        
          
        
        10856.00000000
        NS
        USD
        882375.68000000
        0.212654395480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000 JUN22
        000000000
        
          
        
        57.00000000
        NC
        USD
        186350.99000000
        0.044910980689
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-mini Russell 2000 Index Futures
                RTYM2 INDEX
              
            
            2022-06-17
            5702889.01000000
            USD
            186350.99000000
          
        
        
          N
          N
          N
        
      
      
        Orthofix Medical Inc
        N/A
        Orthofix Medical Inc
        68752M108
        
          
        
        8037.00000000
        NS
        USD
        262809.90000000
        0.063337738876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vericel Corp
        54930076YM3PLTDR4B91
        Vericel Corp
        92346J108
        
          
        
        19056.00000000
        NS
        USD
        728320.32000000
        0.175526729573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harmony Biosciences Holdings Inc
        N/A
        Harmony Biosciences Holdings Inc
        413197104
        
          
        
        9282.00000000
        NS
        USD
        451569.30000000
        0.108829151443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sally Beauty Holdings Inc
        529900VXW6E8ONDIQ271
        Sally Beauty Holdings Inc
        79546E104
        
          
        
        44781.00000000
        NS
        USD
        699927.03000000
        0.168683886941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Premier Bancorp Inc
        549300Q1KIC3KLI0XG98
        Pacific Premier Bancorp Inc
        69478X105
        
          
        
        38421.00000000
        NS
        USD
        1358182.35000000
        0.327324804092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shenandoah Telecommunications Co
        549300XH3H4OUKFPHS84
        Shenandoah Telecommunications Co
        82312B106
        
          
        
        20328.00000000
        NS
        USD
        479334.24000000
        0.115520560403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RadNet Inc
        529900RECG94V2IZJ970
        RadNet Inc
        750491102
        
          
        
        19027.00000000
        NS
        USD
        425633.99000000
        0.102578687163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moog Inc
        549300WM2I4U7OBAHG07
        Moog Inc
        615394202
        
          
        
        11809.00000000
        NS
        USD
        1036830.20000000
        0.249878259787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Powell Industries Inc
        549300V08RO7MX2UBN26
        Powell Industries Inc
        739128106
        
          
        
        3664.00000000
        NS
        USD
        71154.88000000
        0.017148475796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HealthStream Inc
        529900OJ88H8635JNH64
        HealthStream Inc
        42222N103
        
          
        
        10315.00000000
        NS
        USD
        205474.80000000
        0.049519859138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chatham Lodging Trust
        N/A
        Chatham Lodging Trust
        16208T102
        
          
        
        19764.00000000
        NS
        USD
        272545.56000000
        0.065684053421
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John B Sanfilippo & Son Inc
        5299007IBEYVXKYDUX28
        John B Sanfilippo & Son Inc
        800422107
        
          
        
        3621.00000000
        NS
        USD
        302136.24000000
        0.072815469562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shutterstock Inc
        529900G2TDIS56V0LO22
        Shutterstock Inc
        825690100
        
          
        
        9472.00000000
        NS
        USD
        881653.76000000
        0.212480411241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIRCOR International Inc
        5493007701O01N3FQM69
        CIRCOR International Inc
        17273K109
        
          
        
        8228.00000000
        NS
        USD
        219029.36000000
        0.052786536618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emergent BioSolutions Inc
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089Q105
        
          
        
        19488.00000000
        NS
        USD
        800177.28000000
        0.192844408127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresh Del Monte Produce Inc
        529900I72V9F0FEZR228
        Fresh Del Monte Produce Inc
        000000000
        
          
        
        13643.00000000
        NS
        USD
        353490.13000000
        0.085191865106
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Quaker Chemical Corp
        549300PJQ1R3WCWCPS54
        Quaker Chemical Corp
        747316107
        
          
        
        5463.00000000
        NS
        USD
        944061.03000000
        0.227520694622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LXP Industrial Trust
        549300S4MH2ICXDBFV43
        LXP Industrial Trust
        529043101
        
          
        
        115181.00000000
        NS
        USD
        1808341.70000000
        0.435814154619
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plantronics Inc
        5493006O3W5M472F6668
        Plantronics Inc
        727493108
        
          
        
        17408.00000000
        NS
        USD
        685875.20000000
        0.165297366345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtus Investment Partners Inc
        549300HWF93HB8BDM648
        Virtus Investment Partners Inc
        92828Q109
        
          
        
        2902.00000000
        NS
        USD
        696450.98000000
        0.167846151577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanger Inc
        254900ZJJJYVLHJXSZ60
        Hanger Inc
        41043F208
        
          
        
        14931.00000000
        NS
        USD
        273685.23000000
        0.065958716289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Joint Corp/The
        N/A
        Joint Corp/The
        47973J102
        
          
        
        5865.00000000
        NS
        USD
        207562.35000000
        0.050022963080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Office Properties Income Trust
        N/A
        Office Properties Income Trust
        67623C109
        
          
        
        19671.00000000
        NS
        USD
        506134.83000000
        0.121979558984
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dine Brands Global Inc
        529900HKM8OWSHLKJY75
        Dine Brands Global Inc
        254423106
        
          
        
        7045.00000000
        NS
        USD
        549157.75000000
        0.132348173229
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Covetrus Inc
        5493009S30DUFCF75V87
        Covetrus Inc
        22304C100
        
          
        
        42049.00000000
        NS
        USD
        706002.71000000
        0.170148138605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookline Bancorp Inc
        N/A
        Brookline Bancorp Inc
        11373M107
        
          
        
        31544.00000000
        NS
        USD
        499026.08000000
        0.120266335277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
        
        7169.00000000
        NS
        USD
        987601.44000000
        0.238014025045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ethan Allen Interiors Inc
        N/A
        Ethan Allen Interiors Inc
        297602104
        
          
        
        8957.00000000
        NS
        USD
        233508.99000000
        0.056276157914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koppers Holdings Inc
        N/A
        Koppers Holdings Inc
        50060P106
        
          
        
        8650.00000000
        NS
        USD
        238048.00000000
        0.057370068875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agree Realty Corp
        N/A
        Agree Realty Corp
        008492100
        
          
        
        29049.00000000
        NS
        USD
        1927691.64000000
        0.464577741282
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ODP Corp/The
        N/A
        ODP Corp/The
        88337F105
        
          
        
        18681.00000000
        NS
        USD
        856150.23000000
        0.206334006849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanex Building Products Corp
        5493000TL30VL5WOAW87
        Quanex Building Products Corp
        747619104
        
          
        
        13595.00000000
        NS
        USD
        285359.05000000
        0.068772131472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liquidity Services Inc
        5299002AZ4ULSAXN0G81
        Liquidity Services Inc
        53635B107
        
          
        
        10877.00000000
        NS
        USD
        186214.24000000
        0.044878023652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485205
        
          
        
        44901.00000000
        NS
        USD
        2378854.98000000
        0.573309055512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FARO Technologies Inc
        529900MFEFNOFP3YR823
        FARO Technologies Inc
        311642102
        
          
        
        7398.00000000
        NS
        USD
        384104.16000000
        0.092569910750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Armada Hoffler Properties Inc
        549300WQRSIV6XZT9313
        Armada Hoffler Properties Inc
        04208T108
        
          
        
        27693.00000000
        NS
        USD
        404317.80000000
        0.097441440522
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hills Bancorp Inc
        549300AS2OC6UMMBNO37
        Berkshire Hills Bancorp Inc
        084680107
        
          
        
        19810.00000000
        NS
        USD
        573895.70000000
        0.138310071230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexPoint Residential Trust Inc
        549300U2J6XVYBF87166
        NexPoint Residential Trust Inc
        65341D102
        
          
        
        9256.00000000
        NS
        USD
        835909.36000000
        0.201455914591
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Warrior Met Coal Inc
        549300152B1S9YKBYV79
        Warrior Met Coal Inc
        93627C101
        
          
        
        20925.00000000
        NS
        USD
        776526.75000000
        0.187144580634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EW Scripps Co/The
        549300U1OW41QPKYW028
        EW Scripps Co/The
        811054402
        
          
        
        23258.00000000
        NS
        USD
        483533.82000000
        0.116532668020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lantheus Holdings Inc
        5299005HUB5IOJGO7S39
        Lantheus Holdings Inc
        516544103
        
          
        
        27560.00000000
        NS
        USD
        1524343.60000000
        0.367370014961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PriceSmart Inc
        549300JVYOSTGVSDZS46
        PriceSmart Inc
        741511109
        
          
        
        9788.00000000
        NS
        USD
        771979.56000000
        0.186048698276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cogent Communications Holdings Inc
        N/A
        Cogent Communications Holdings Inc
        19239V302
        
          
        
        17267.00000000
        NS
        USD
        1145665.45000000
        0.276107784036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERTEC Inc
        N/A
        EVERTEC Inc
        30040P103
        
          
        
        24320.00000000
        NS
        USD
        995417.60000000
        0.239897736051
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Digi International Inc
        529900KG656HGROI4N27
        Digi International Inc
        253798102
        
          
        
        14337.00000000
        NS
        USD
        308532.24000000
        0.074356919020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apollo Medical Holdings Inc
        5493008O4R82Q4STJ936
        Apollo Medical Holdings Inc
        03763A207
        
          
        
        15378.00000000
        NS
        USD
        745371.66000000
        0.179636138391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monarch Casino & Resort Inc
        549300AK5FF7KY11V997
        Monarch Casino & Resort Inc
        609027107
        
          
        
        5331.00000000
        NS
        USD
        465023.13000000
        0.112071552782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cytokinetics Inc
        549300BE5DY1HW7IHA64
        Cytokinetics Inc
        23282W605
        
          
        
        34140.00000000
        NS
        USD
        1256693.40000000
        0.302865753600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions Inc
        549300O1NPY4J56QCU04
        Donnelley Financial Solutions Inc
        25787G100
        
          
        
        11870.00000000
        NS
        USD
        394796.20000000
        0.095146714888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Strategic Education Inc
        0PYXF82EO1UCNGL5I740
        Strategic Education Inc
        86272C103
        
          
        
        9238.00000000
        NS
        USD
        613218.44000000
        0.147786934308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UniFirst Corp/MA
        5493003XBTNWBC8UK019
        UniFirst Corp/MA
        904708104
        
          
        
        6191.00000000
        NS
        USD
        1140877.48000000
        0.274953873192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interface Inc
        549300VXZWQOIDFPU355
        Interface Inc
        458665304
        
          
        
        24007.00000000
        NS
        USD
        325774.99000000
        0.078512458050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MarineMax Inc
        254900TIXTN8WY3FNN63
        MarineMax Inc
        567908108
        
          
        
        8938.00000000
        NS
        USD
        359843.88000000
        0.086723132225
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SkyWest Inc
        529900UYS2KGS6Z42P09
        SkyWest Inc
        830879102
        
          
        
        20500.00000000
        NS
        USD
        591425.00000000
        0.142534669413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integer Holdings Corp
        549300SUD2ED5XG6X569
        Integer Holdings Corp
        45826H109
        
          
        
        13443.00000000
        NS
        USD
        1083102.51000000
        0.261029983858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conn's Inc
        529900K9HOACKOJJT953
        Conn's Inc
        208242107
        
          
        
        7823.00000000
        NS
        USD
        120552.43000000
        0.029053389283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neenah Inc
        8SR38IKUT3O1F1I6VH65
        Neenah Inc
        640079109
        
          
        
        6828.00000000
        NS
        USD
        270798.48000000
        0.065263003465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Services Group Inc
        529900GVZ1D2FBYMS719
        Healthcare Services Group Inc
        421906108
        
          
        
        30445.00000000
        NS
        USD
        565363.65000000
        0.136253829227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encore Capital Group Inc
        5493000UVC6H49CIH830
        Encore Capital Group Inc
        292554102
        
          
        
        10096.00000000
        NS
        USD
        633322.08000000
        0.152631953848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467109
        
          
        
        453625.00000000
        NS
        USD
        3252491.25000000
        0.783857234794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cross Country Healthcare Inc
        54930037L0NBIPZ5S663
        Cross Country Healthcare Inc
        227483104
        
          
        
        14388.00000000
        NS
        USD
        311787.96000000
        0.075141554390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avista Corp
        Q0IK63NITJD6RJ47SW96
        Avista Corp
        05379B107
        
          
        
        28813.00000000
        NS
        USD
        1300906.95000000
        0.313521312179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REGENXBIO Inc
        549300EOES47LATSET33
        REGENXBIO Inc
        75901B107
        
          
        
        15315.00000000
        NS
        USD
        508304.85000000
        0.122502538370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Bean Technologies Corp
        5493007CT6ATBZ2L6826
        John Bean Technologies Corp
        477839104
        
          
        
        12933.00000000
        NS
        USD
        1532172.51000000
        0.369256798743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apogee Enterprises Inc
        549300579S7QW8V4IJ60
        Apogee Enterprises Inc
        037598109
        
          
        
        10123.00000000
        NS
        USD
        480437.58000000
        0.115786467665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veris Residential Inc
        N/A
        Veris Residential Inc
        554489104
        
          
        
        32791.00000000
        NS
        USD
        570235.49000000
        0.137427952918
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Uniti Group Inc
        549300V3NU625PJUVA84
        Uniti Group Inc
        91325V108
        
          
        
        96112.00000000
        NS
        USD
        1322501.12000000
        0.318725552585
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        South Jersey Industries Inc
        549300DJYWYT5VXLFA46
        South Jersey Industries Inc
        838518108
        
          
        
        45782.00000000
        NS
        USD
        1581768.10000000
        0.381209440287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glaukos Corp
        5299004JA1LHE21M6T14
        Glaukos Corp
        377322102
        
          
        
        19088.00000000
        NS
        USD
        1103668.16000000
        0.265986348780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nabors Industries Ltd
        N/A
        Nabors Industries Ltd
        000000000
        
          
        
        3145.00000000
        NS
        USD
        480304.40000000
        0.115754371005
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Enova International Inc
        549300O8XOCQSB49UO63
        Enova International Inc
        29357K103
        
          
        
        13935.00000000
        NS
        USD
        529111.95000000
        0.127517093250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northfield Bancorp Inc
        N/A
        Northfield Bancorp Inc
        66611T108
        
          
        
        17744.00000000
        NS
        USD
        254803.84000000
        0.061408261571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brady Corp
        549300G2LEQOFQC8GY34
        Brady Corp
        104674106
        
          
        
        19654.00000000
        NS
        USD
        909390.58000000
        0.219165043222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal Signal Corp
        549300RTXZRPTNP6G884
        Federal Signal Corp
        313855108
        
          
        
        24855.00000000
        NS
        USD
        838856.25000000
        0.202166121281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enerpac Tool Group Corp
        IZW37BPZKUJE1QXGB081
        Enerpac Tool Group Corp
        292765104
        
          
        
        24534.00000000
        NS
        USD
        537049.26000000
        0.129430001661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matthews International Corp
        549300ZVC5O0ATML6U61
        Matthews International Corp
        577128101
        
          
        
        12819.00000000
        NS
        USD
        414822.84000000
        0.099973177265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Health Systems Inc
        N/A
        Community Health Systems Inc
        203668108
        
          
        
        50514.00000000
        NS
        USD
        599601.18000000
        0.144505145996
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiesta Restaurant Group Inc
        N/A
        Fiesta Restaurant Group Inc
        31660B101
        
          
        
        6851.00000000
        NS
        USD
        51211.23000000
        0.012342014183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westamerica BanCorp
        N/A
        Westamerica BanCorp
        957090103
        
          
        
        10926.00000000
        NS
        USD
        661023.00000000
        0.159307933854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        elf Beauty Inc
        549300U2K9TCON25C029
        elf Beauty Inc
        26856L103
        
          
        
        19497.00000000
        NS
        USD
        503607.51000000
        0.121370469547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trupanion Inc
        549300J86GFKIDGMQP18
        Trupanion Inc
        898202106
        
          
        
        13968.00000000
        NS
        USD
        1244828.16000000
        0.300006205794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rayonier Advanced Materials Inc
        54930053QJ7OUGZG4F72
        Rayonier Advanced Materials Inc
        75508B104
        
          
        
        26149.00000000
        NS
        USD
        171798.93000000
        0.041403903610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ManTech International Corp/VA
        5299007N03CAU4SWNR02
        ManTech International Corp/VA
        564563104
        
          
        
        11221.00000000
        NS
        USD
        967137.99000000
        0.233082290538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Medifast Inc
        5299000YHQJ21T5KKI80
        Medifast Inc
        58470H101
        
          
        
        4728.00000000
        NS
        USD
        807447.84000000
        0.194596628385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        O-I Glass Inc
        N/A
        O-I Glass Inc
        67098H104
        
          
        
        63350.00000000
        NS
        USD
        834953.00000000
        0.201225429818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Installed Building Products Inc
        549300I95Y9P9YM5FI86
        Installed Building Products Inc
        45780R101
        
          
        
        9554.00000000
        NS
        USD
        807217.46000000
        0.194541106320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Livent Corp
        254900OOLQ2VNMZTJL47
        Livent Corp
        53814L108
        
          
        
        65780.00000000
        NS
        USD
        1714884.60000000
        0.413290796877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Artivion Inc
        549300YTKV8DMSMG6K81
        Artivion Inc
        228903100
        
          
        
        15996.00000000
        NS
        USD
        341994.48000000
        0.082421389268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coherus Biosciences Inc
        5493007IL8W5MV932D26
        Coherus Biosciences Inc
        19249H103
        
          
        
        25913.00000000
        NS
        USD
        334536.83000000
        0.080624079926
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Triumph Group Inc
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818101
        
          
        
        26292.00000000
        NS
        USD
        664661.76000000
        0.160184882670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Astec Industries Inc
        5493002DO2QKHLKB2A48
        Astec Industries Inc
        046224101
        
          
        
        9274.00000000
        NS
        USD
        398782.00000000
        0.096107301074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sylvamo Corp
        5493001AOYU1ZOWOC971
        Sylvamo Corp
        871332102
        
          
        
        14366.00000000
        NS
        USD
        478100.48000000
        0.115223221647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Retail Opportunity Investments Corp
        N/A
        Retail Opportunity Investments Corp
        76131N101
        
          
        
        49360.00000000
        NS
        USD
        957090.40000000
        0.230660800207
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolverine World Wide Inc
        549300OVC7PK14LQ8D87
        Wolverine World Wide Inc
        978097103
        
          
        
        33503.00000000
        NS
        USD
        755827.68000000
        0.182156061211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phibro Animal Health Corp
        549300U24SP4AF2JUX52
        Phibro Animal Health Corp
        71742Q106
        
          
        
        8328.00000000
        NS
        USD
        166143.60000000
        0.040040957181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barnes & Noble Education Inc
        549300JQGDS5THBPED41
        Barnes & Noble Education Inc
        06777U101
        
          
        
        14965.00000000
        NS
        USD
        53574.70000000
        0.012911615426
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extreme Networks Inc
        549300WRECW11X94UB57
        Extreme Networks Inc
        30226D106
        
          
        
        52582.00000000
        NS
        USD
        642026.22000000
        0.154729669903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunCoke Energy Inc
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722A103
        
          
        
        33804.00000000
        NS
        USD
        301193.64000000
        0.072588300979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MDC Holdings Inc
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676108
        
          
        
        22997.00000000
        NS
        USD
        870206.48000000
        0.209721592675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Motor Products Inc
        THGK1EO5B5HK0JHQVZ90
        Standard Motor Products Inc
        853666105
        
          
        
        7757.00000000
        NS
        USD
        334636.98000000
        0.080648216287
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Fire Group Inc
        N/A
        United Fire Group Inc
        910340108
        
          
        
        8788.00000000
        NS
        USD
        273043.16000000
        0.065803976068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Celsius Holdings Inc
        N/A
        Celsius Holdings Inc
        15118V207
        
          
        
        15551.00000000
        NS
        USD
        858104.18000000
        0.206804912911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XPEL Inc
        549300KWSE3IGXLJNW66
        XPEL Inc
        98379L100
        
          
        
        6771.00000000
        NS
        USD
        356222.31000000
        0.085850326234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035Q102
        
          
        
        22029.00000000
        NS
        USD
        807803.43000000
        0.194682326323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Steven Madden Ltd
        549300Z9GZ7GYJWSGF43
        Steven Madden Ltd
        556269108
        
          
        
        31166.00000000
        NS
        USD
        1204254.24000000
        0.290227805703
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dave & Buster's Entertainment Inc
        529900WTVU85QZLYHR86
        Dave & Buster's Entertainment Inc
        238337109
        
          
        
        15758.00000000
        NS
        USD
        773717.80000000
        0.186467617774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Axle & Manufacturing Holdings Inc
        N/A
        American Axle & Manufacturing Holdings Inc
        024061103
        
          
        
        46495.00000000
        NS
        USD
        360801.20000000
        0.086953848359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Varex Imaging Corp
        549300CWYWPVCT8E9W67
        Varex Imaging Corp
        92214X106
        
          
        
        16173.00000000
        NS
        USD
        344323.17000000
        0.082982608458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Corp
        549300C5K3W8THR3GE10
        Independent Bank Corp
        453836108
        
          
        
        19259.00000000
        NS
        USD
        1573267.71000000
        0.379160828411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Myers Industries Inc
        549300I2H9XMVTCW4Q51
        Myers Industries Inc
        628464109
        
          
        
        14721.00000000
        NS
        USD
        317973.60000000
        0.076632306646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TreeHouse Foods Inc
        5493007M7EVHE470Q576
        TreeHouse Foods Inc
        89469A104
        
          
        
        22705.00000000
        NS
        USD
        732463.30000000
        0.176525196471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProAssurance Corp
        54930015E5J57R675E89
        ProAssurance Corp
        74267C106
        
          
        
        21998.00000000
        NS
        USD
        591306.24000000
        0.142506048003
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genworth Financial Inc
        549300EMCG286BDNKJ33
        Genworth Financial Inc
        37247D106
        
          
        
        206509.00000000
        NS
        USD
        780604.02000000
        0.188127211283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Fuel Services Corp
        D3W7PCXCBRQLL17DZ313
        World Fuel Services Corp
        981475106
        
          
        
        25697.00000000
        NS
        USD
        694846.88000000
        0.167459560102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CareTrust REIT Inc
        5493001NVXE2B9GPLU96
        CareTrust REIT Inc
        14174T107
        
          
        
        39459.00000000
        NS
        USD
        761558.70000000
        0.183537249090
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WW International Inc
        SGT8R1MU6ESIC7UJC518
        WW International Inc
        98262P101
        
          
        
        21663.00000000
        NS
        USD
        221612.49000000
        0.053409076383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haynes International Inc
        549300I9MS5UZLRFDO40
        Haynes International Inc
        420877201
        
          
        
        5080.00000000
        NS
        USD
        216408.00000000
        0.052154783342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        uniQure NV
        N/A
        uniQure NV
        000000000
        
          
        
        14654.00000000
        NS
        USD
        264797.78000000
        0.063816822139
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        American Woodmark Corp
        5299007PFSDWMA74RB56
        American Woodmark Corp
        030506109
        
          
        
        6736.00000000
        NS
        USD
        329727.20000000
        0.079464948976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMART Global Holdings Inc
        529900RDGHQY8XKXPN14
        SMART Global Holdings Inc
        000000000
        
          
        
        19115.00000000
        NS
        USD
        493740.45000000
        0.118992487325
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Caleres Inc
        JFU6RQQJ8Z1CPOLBXQ18
        Caleres Inc
        129500104
        
          
        
        15487.00000000
        NS
        USD
        299363.71000000
        0.072147283999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
        
        16019.00000000
        NS
        USD
        1112839.93000000
        0.268196764648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capitol Federal Financial Inc
        N/A
        Capitol Federal Financial Inc
        14057J101
        
          
        
        52505.00000000
        NS
        USD
        571254.40000000
        0.137673512372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HNI Corp
        549300SKRADLC4O5HV93
        HNI Corp
        404251100
        
          
        
        17725.00000000
        NS
        USD
        656711.25000000
        0.158268793031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AAON Inc
        N/A
        AAON Inc
        000360206
        
          
        
        16862.00000000
        NS
        USD
        939719.26000000
        0.226474318916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonage Holdings Corp
        529900W7N0N4WLN1JY21
        Vonage Holdings Corp
        92886T201
        
          
        
        102794.00000000
        NS
        USD
        2085690.26000000
        0.502655741146
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M/I Homes Inc
        5299005M71FH9CCSFB69
        M/I Homes Inc
        55305B101
        
          
        
        11831.00000000
        NS
        USD
        524704.85000000
        0.126454972877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corcept Therapeutics Inc
        529900EO9LUTFMZ7FF90
        Corcept Therapeutics Inc
        218352102
        
          
        
        38814.00000000
        NS
        USD
        874091.28000000
        0.210657837649
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alarm.com Holdings Inc
        549300HIH92U1EKIHZ32
        Alarm.com Holdings Inc
        011642105
        
          
        
        18744.00000000
        NS
        USD
        1245726.24000000
        0.300222644964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zynex Inc
        N/A
        Zynex Inc
        98986M103
        
          
        
        9180.00000000
        NS
        USD
        57191.40000000
        0.013783247736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONSOL Energy Inc
        549300YJCTPJBTK7IJ81
        CONSOL Energy Inc
        20854L108
        
          
        
        12911.00000000
        NS
        USD
        485840.93000000
        0.117088686384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stepan Co
        IZU1EW9GB3WC7CYCSR17
        Stepan Co
        858586100
        
          
        
        8656.00000000
        NS
        USD
        855299.36000000
        0.206128945389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpartanNash Co
        549300TV3QCCSQLF5X16
        SpartanNash Co
        847215100
        
          
        
        14669.00000000
        NS
        USD
        483930.31000000
        0.116628222944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Loyalty Ventures Inc
        549300Q3YKVWNY6JIJ44
        Loyalty Ventures Inc
        54911Q107
        
          
        
        8094.00000000
        NS
        USD
        133793.82000000
        0.032244592134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Olympic Steel Inc
        549300GQ061U6N6KWJ49
        Olympic Steel Inc
        68162K106
        
          
        
        3782.00000000
        NS
        USD
        145455.72000000
        0.035055134572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monro Inc
        N/A
        Monro Inc
        610236101
        
          
        
        13636.00000000
        NS
        USD
        604620.24000000
        0.145714750017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xencor Inc
        549300V5IF65437JKG30
        Xencor Inc
        98401F105
        
          
        
        23804.00000000
        NS
        USD
        635090.72000000
        0.153058199810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Onto Innovation Inc
        254900RXZVN73CHOO062
        Onto Innovation Inc
        683344105
        
          
        
        20068.00000000
        NS
        USD
        1743708.52000000
        0.420237422245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heidrick & Struggles International Inc
        5493006284N2J367VB57
        Heidrick & Struggles International Inc
        422819102
        
          
        
        7978.00000000
        NS
        USD
        315769.24000000
        0.076101051247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Forrester Research Inc
        549300UUSFXYLJ80Z897
        Forrester Research Inc
        346563109
        
          
        
        4526.00000000
        NS
        USD
        255356.92000000
        0.061541555014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corsair Gaming Inc
        549300Y7YT18L8G0H525
        Corsair Gaming Inc
        22041X102
        
          
        
        13435.00000000
        NS
        USD
        284284.60000000
        0.068513186761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVB Financial Corp
        N/A
        CVB Financial Corp
        126600105
        
          
        
        55171.00000000
        NS
        USD
        1280518.91000000
        0.308607751641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Provident Financial Services Inc
        529900JOSO3SXEDVE477
        Provident Financial Services Inc
        74386T105
        
          
        
        31122.00000000
        NS
        USD
        728254.80000000
        0.175510939116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        57298.74000000
        NS
        USD
        57298.74000000
        0.013809116901
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investors Bancorp Inc
        N/A
        Investors Bancorp Inc
        46146L101
        
          
        
        91910.00000000
        NS
        USD
        1372216.30000000
        0.330707015571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercer International Inc
        549300Z5IAG39VRTY874
        Mercer International Inc
        588056101
        
          
        
        16391.00000000
        NS
        USD
        228654.45000000
        0.055106203560
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SPS Commerce Inc
        2549006XVF9GCCETDQ72
        SPS Commerce Inc
        78463M107
        
          
        
        14643.00000000
        NS
        USD
        1921161.60000000
        0.463003987903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nabors Industries Ltd
        N/A
        Nabors Industries Ltd
        000000000
        
          
        
        1013.00000000
        NS
        USD
        23299.00000000
        0.005615108023
        N/A
        DE
        
        BM
        
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Nabors Industries Ltd
                Nabors Industries Ltd
                
                  
                
              
            
            166.66670000
            166.66670000
            USD
            2026-06-11
            XXXX
            23299.00000000
          
        
        
          N
          N
          N
        
      
      
        Cars.com Inc
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575E105
        
          
        
        26432.00000000
        NS
        USD
        381413.76000000
        0.091921518690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encore Wire Corp
        N/A
        Encore Wire Corp
        292562105
        
          
        
        8248.00000000
        NS
        USD
        940849.36000000
        0.226746675394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brinker International Inc
        52990067JY6PBGJNTG76
        Brinker International Inc
        109641100
        
          
        
        18263.00000000
        NS
        USD
        696916.08000000
        0.167958241656
        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 600 Stock Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Communication Services (1.7%)

 

AMC Networks, Inc. - Class A *

     11,894       483  

ATN International, Inc.

     4,424       176  

Cars.com, Inc. *

     26,432       381  

Cinemark Holdings, Inc. *

     43,322       749  

Cogent Communications Holdings, Inc.

     17,267       1,146  

Consolidated Communications Holdings, Inc. *

     29,458       174  

The E.W. Scripps Co. - Class A *

     23,258       484  

Gannett Co., Inc. *

     57,927       261  

Loyalty Ventures, Inc. *

     8,094       134  

The Marcus Corp. *

     8,995       159  

QuinStreet, Inc. *

     20,412       237  

Scholastic Corp.

     12,336       497  

Shenandoah Telecommunications Co.

     20,328       479  

TechTarget, Inc. *

     10,856       882  

Telephone and Data Systems, Inc.

     40,188       759  

Thryv Holdings, Inc. *

     6,892       194  
    

 

 

 

Total

       7,195  
    

 

 

 

Consumer Discretionary (11.6%)

 

The Aaron’s Co., Inc.

     12,803       257  

Abercrombie & Fitch Co. - Class A *

     23,011       736  

Academy Sports & Outdoors, Inc.

     35,682       1,406  

Adtalem Global Education, Inc. *

     20,301       603  

American Axle & Manufacturing Holdings, Inc. *

     46,495       361  

American Public Education, Inc. *

     7,691       163  

America’s Car-Mart, Inc. *

     2,470       199  

Asbury Automotive Group, Inc. *

     9,419       1,509  

Barnes & Noble Education, Inc. *

     14,965       54  

Bed Bath & Beyond, Inc. *

     39,214       883  

Big Lots, Inc.

     12,487       432  

BJ’s Restaurants, Inc. *

     9,463       268  

Bloomin’ Brands, Inc.

     33,040       725  

Boot Barn Holdings, Inc. *

     12,079       1,145  
Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Consumer Discretionary continued

 

Brinker International, Inc. *

     18,263        697  

The Buckle, Inc.

     11,945        395  

Caleres, Inc.

     15,487        299  

The Cato Corp. - Class A

     7,807        114  

Cavco Industries, Inc. *

     3,471        836  

Century Communities, Inc.

     12,093        648  

The Cheesecake Factory, Inc. *

     19,742        785  

Chico’s FAS, Inc. *

     49,847        239  

The Children’s Place, Inc. *

     5,571        275  

Chuy’s Holdings, Inc. *

     8,064        218  

Conn’s, Inc. *

     7,823        120  

Dave & Buster’s Entertainment, Inc. *

     15,758        774  

Designer Brands, Inc. *

     25,083        339  

Dine Brands Global, Inc.

     7,045        549  

Dorman Products, Inc. *

     11,586        1,101  

El Pollo Loco Holdings, Inc. *

     7,809        91  

Ethan Allen Interiors, Inc.

     8,957        233  

Fiesta Restaurant Group,
Inc. *

     6,851        51  

Fossil Group, Inc. *

     19,340        186  

Genesco, Inc. *

     5,607        357  

Gentherm, Inc. *

     13,526        988  

G-III Apparel Group, Ltd. *

     17,768        481  

Golden Entertainment, Inc. *

     8,276        481  

Group 1 Automotive, Inc.

     7,001        1,175  

Guess?, Inc.

     15,849        346  

Haverty Furniture Cos., Inc.

     6,125        168  

Hibbett, Inc.

     5,270        234  

Installed Building Products, Inc.

     9,554        807  

iRobot Corp. *

     10,970        695  

Jack in the Box, Inc.

     8,626        806  

Kontoor Brands, Inc.

     19,362        801  

La-Z-Boy, Inc.

     17,838        470  

LCI Industries

     10,285        1,068  

LGI Homes, Inc. *

     8,698        850  

Liquidity Services, Inc. *

     10,877        186  

LL Flooring Holdings, Inc. *

     11,853        166  

M.D.C. Holdings, Inc.

     22,997        870  
Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Consumer Discretionary continued

 

M/I Homes, Inc. *

     11,831        525  

MarineMax, Inc. *

     8,938        360  

Meritage Homes Corp. *

     15,191        1,204  

Monarch Casino & Resort, Inc. *

     5,331        465  

Monro, Inc.

     13,636        605  

Motorcar Parts of America, Inc. *

     7,944        142  

Movado Group, Inc.

     6,664        260  

The ODP Corp. *

     18,681        856  

Oxford Industries, Inc.

     6,484        587  

Patrick Industries, Inc.

     9,143        551  

Perdoceo Education Corp. *

     28,446        326  

PetMed Express, Inc.

     8,514        220  

Red Robin Gourmet Burgers, Inc. *

     6,384        108  

Rent-A-Center, Inc.

     24,613        620  

Ruth’s Hospitality Group, Inc.

     12,867        294  

Sally Beauty Holdings,
Inc. *

     44,781        700  

Shake Shack,
Inc. - Class A *

     15,927        1,081  

Shoe Carnival, Inc.

     7,129        208  

Shutterstock, Inc.

     9,472        882  

Signet Jewelers, Ltd.

     21,423        1,557  

Sleep Number Corp. *

     9,215        467  

Sonic Automotive, Inc. - Class A

     8,437        359  

Sonos, Inc. *

     51,952        1,466  

Standard Motor Products, Inc.

     7,757        335  

Steven Madden, Ltd.

     31,166        1,204  

Strategic Education, Inc.

     9,238        613  

Sturm, Ruger & Co., Inc.

     7,161        498  

Tupperware Brands Corp. *

     19,894        387  

Unifi, Inc. *

     5,620        102  

Universal Electronics, Inc. *

     5,303        166  

Vera Bradley, Inc. *

     10,542        81  

Vista Outdoor, Inc. *

     22,903        817  

Winnebago Industries, Inc.

     13,564        733  

Wolverine World Wide, Inc.

     33,503        756  

WW International, Inc. *

     21,663        222  

XPEL, Inc. *

     6,771        356  
 


Index 600 Stock Portfolio

 

Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Consumer Discretionary continued

 

Zumiez, Inc. *

     7,989       305  
    

 

 

 

Total

       48,058  
    

 

 

 

Consumer Staples (4.6%)

 

The Andersons, Inc.

     12,384       622  

B&G Foods, Inc.

     26,413       713  

Calavo Growers, Inc.

     7,192       262  

Cal-Maine Foods, Inc.

     15,242       842  

Celsius Holdings, Inc. *

     15,551       858  

Central Garden & Pet Co. *

     3,950       174  

Central Garden & Pet Co. - Class A *

     16,167       659  

The Chefs’ Warehouse,
Inc. *

     13,251       432  

Coca-Cola Consolidated, Inc.

     1,890       939  

e.l.f. Beauty, Inc. *

     19,497       504  

Edgewell Personal Care Co.

     22,029       808  

Fresh Del Monte Produce, Inc.

     13,643       354  

Hostess Brands, Inc. *

     56,340       1,236  

Inter Parfums, Inc.

     7,235       637  

J & J Snack Foods Corp.

     6,081       943  

John B. Sanfilippo & Son, Inc.

     3,621       302  

Medifast, Inc.

     4,728       807  

MGP Ingredients, Inc.

     5,094       436  

National Beverage Corp.

     9,499       413  

PriceSmart, Inc.

     9,788       772  

Seneca Foods Corp. - Class A *

     2,493       129  

The Simply Good Foods
Co. *

     34,443       1,307  

SpartanNash Co.

     14,669       484  

Tootsie Roll Industries, Inc.

     7,246       253  

TreeHouse Foods, Inc. *

     22,705       732  

United Natural Foods, Inc. *

     23,648       978  

Universal Corp.

     10,036       583  

USANA Health Sciences, Inc. *

     4,750       377  

Vector Group, Ltd.

     53,220       641  

WD-40 Co.

     5,572       1,021  
    

 

 

 

Total

       19,218  
    

 

 

 

Energy (5.9%)

 

Archrock, Inc.

     54,252       501  

Bristow Group, Inc. *

     9,436       350  

Callon Petroleum Co. *

     19,234       1,136  

Civitas Resources, Inc.

     29,338       1,752  

CONSOL Energy, Inc. *

     12,911       486  

Core Laboratories NV

     18,779       594  
Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Energy continued

 

DMC Global, Inc. *

     7,839       239  

Dorian LPG, Ltd.

     11,296       164  

Dril-Quip, Inc. *

     14,342       536  

Green Plains, Inc. *

     21,812       676  

Helix Energy Solutions Group, Inc. *

     57,525       275  

Helmerich & Payne, Inc.

     42,904       1,835  

Laredo Petroleum, Inc. *

     5,836       462  

Matador Resources Co.

     44,901       2,379  

Nabors Industries, Ltd. *

     3,145       480  

Oceaneering International, Inc. *

     40,548       615  

Oil States International,
Inc. *

     24,854       173  

Par Pacific Holdings, Inc. *

     18,597       242  

Patterson-UTI Energy, Inc.

     87,467       1,354  

PBF Energy, Inc. *

     38,665       942  

ProPetro Holding Corp. *

     34,413       479  

Ranger Oil Corp. - Class A *

     8,575       296  

Renewable Energy Group, Inc. *

     20,468       1,241  

REX American Resources Corp. *

     2,117       211  

RPC, Inc. *

     28,536       305  

SM Energy Co.

     49,453       1,926  

Southwestern Energy Co. *

     453,625       3,253  

Talos Energy, Inc. *

     16,678       263  

US Silica Holdings, Inc. *

     30,351       566  

World Fuel Services Corp.

     25,697       695  
    

 

 

 

Total

       24,426  
    

 

 

 

Financials (17.9%)

 

Allegiance Bancshares, Inc.

     7,735       346  

Ambac Financial Group,
Inc. *

     18,880       196  

American Equity Investment Life Holding Co.

     33,546       1,339  

Ameris Bancorp

     26,937       1,182  

AMERISAFE, Inc.

     7,880       391  

Apollo Commercial Real Estate Finance, Inc.

     53,744       749  

ARMOUR Residential REIT, Inc.

     36,427       306  

Assured Guaranty, Ltd.

     28,423       1,809  

Axos Financial, Inc. *

     21,800       1,011  
Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Financials continued

 

B. Riley Financial, Inc.

     6,550        458  

Banc of California, Inc.

     21,987        426  

BancFirst Corp.

     7,699        641  

The Bancorp, Inc. *

     23,362        662  

BankUnited, Inc.

     34,871        1,533  

Banner Corp.

     13,934        816  

Berkshire Hills Bancorp, Inc.

     19,810        574  

Blucora, Inc. *

     19,817        387  

Brightsphere Investment Group, Inc.

     14,329        348  

Brookline Bancorp, Inc.

     31,544        499  

Capitol Federal Financial, Inc.

     52,505        571  

Central Pacific Financial Corp.

     11,250        314  

City Holding Co.

     6,140        483  

Columbia Banking System, Inc.

     31,638        1,021  

Community Bank System, Inc.

     21,944        1,539  

Customers Bancorp, Inc. *

     12,330        643  

CVB Financial Corp.

     55,171        1,281  

Dime Community Bancshares, Inc.

     13,292        460  

Donnelley Financial Solutions, Inc. *

     11,870        395  

Eagle Bancorp, Inc.

     12,991        741  

eHealth, Inc. *

     9,654        120  

Ellington Financial, Inc.

     22,174        394  

Employers Holdings, Inc.

     11,379        467  

Encore Capital Group,
Inc. *

     10,096        633  

Enova International, Inc. *

     13,935        529  

EZCORP, Inc. - Class A *

     22,024        133  

FB Financial Corp.

     14,515        645  

First Bancorp

     96,218        1,665  

First Commonwealth Financial Corp.

     38,293        581  

First Financial Bancorp

     38,489        887  

First Hawaiian, Inc.

     51,921        1,448  

Flagstar Bancorp, Inc.

     21,657        918  

Franklin BSP Realty Trust, Inc.

     17,859        250  

Genworth Financial, Inc. - Class A *

     206,509        781  

Granite Point Mortgage Trust, Inc.

     21,980        244  

Green Dot Corp.
- Class A *

     22,247        611  

Greenhill & Co., Inc.

     5,497        85  

Hanmi Financial Corp.

     12,364        304  

HCI Group, Inc.

     3,259        222  
 


Index 600 Stock Portfolio

 

Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Financials continued

 

Heritage Financial Corp. of Washington

     14,256        357  

Hilltop Holdings, Inc.

     24,742        727  

HomeStreet, Inc.

     8,175        387  

Hope Bancorp, Inc.

     48,812        785  

Horace Mann Educators Corp.

     16,832        704  

Independent Bank Corp.

     19,259        1,573  

Independent Bank Group, Inc.

     14,965        1,065  

Invesco Mortgage Capital, Inc.

     126,709        289  

Investors Bancorp, Inc.

     91,910        1,372  

James River Group Holdings, Ltd.

     15,173        375  

KKR Real Estate Finance Trust, Inc.

     18,257        376  

Lakeland Financial Corp.

     10,302        752  

LendingTree, Inc. *

     4,681        560  

Meta Financial Group, Inc.

     12,166        668  

Mr. Cooper Group, Inc. *

     30,588        1,397  

National Bank Holding Corp. - Class A

     12,190        491  

NBT Bancorp, Inc.

     17,615        636  

New York Mortgage Trust, Inc.

     154,410        564  

NMI Holdings, Inc.
- Class A *

     34,905        720  

Northfield Bancorp, Inc.

     17,744        255  

Northwest Bancshares, Inc.

     51,431        695  

OFG Bancorp

     20,200        538  

Pacific Premier Bancorp, Inc.

     38,421        1,358  

Palomar Holdings, Inc. *

     9,831        629  

Park National Corp.

     5,875        772  

PennyMac Mortgage Investment Trust

     38,597        652  

Piper Sandler Cos.

     5,739        753  

PRA Group, Inc. *

     17,750        800  

Preferred Bank

     5,489        407  

ProAssurance Corp.

     21,998        591  

Provident Financial Services, Inc.

     31,122        728  

Ready Capital Corp.

     27,347        412  

Redwood Trust, Inc.

     46,738        492  

Renasant Corp.

     22,660        758  

S&T Bancorp, Inc.

     16,199        479  

Safety Insurance Group, Inc.

     5,792        526  

Seacoast Banking Corp. of Florida

     23,898        837  

Selectquote, Inc. *

     51,250        143  
Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Financials continued

 

ServisFirst Bancshares, Inc.

     19,877       1,894  

Simmons First National Corp. - Class A

     45,884       1,203  

SiriusPoint, Ltd. *

     34,925       261  

Southside Bancshares, Inc.

     13,148       537  

Stewart Information Services Corp.

     10,948       664  

StoneX Group, Inc. *

     6,964       517  

Tompkins Financial Corp.

     4,822       377  

Triumph Bancorp, Inc. *

     9,624       905  

Trupanion, Inc. *

     13,968       1,245  

TrustCo Bank Corp.

     7,854       251  

Trustmark Corp.

     25,106       763  

Two Harbors Investment Corp.

     139,922       774  

United Community Banks, Inc.

     42,679       1,485  

United Fire Group, Inc.

     8,788       273  

Universal Insurance Holdings, Inc.

     11,460       155  

Veritex Holdings, Inc.

     20,095       767  

Virtus Investment Partners, Inc.

     2,902       696  

Walker & Dunlop, Inc.

     12,002       1,553  

Westamerica Bancorporation

     10,926       661  

WisdomTree Investments, Inc.

     44,223       260  

World Acceptance Corp. *

     1,678       322  

WSFS Financial Corp.

     26,660       1,243  
    

 

 

 

Total

       74,467  
    

 

 

 

Health Care (11.6%)

 

Addus HomeCare Corp. *

     6,498       606  

Allscripts Healthcare Solutions, Inc. *

     49,907       1,124  

AMN Healthcare Services, Inc. *

     19,248       2,008  

Amphastar Pharmaceuticals, Inc. *

     14,995       538  

AngioDynamics, Inc. *

     15,750       339  

ANI Pharmaceuticals, Inc. *

     5,190       146  

Anika Therapeutics, Inc. *

     5,865       147  

Apollo Medical Holdings,
Inc. *

     15,378       745  

Artivion, Inc. *

     15,996       342  

Avanos Medical, Inc. *

     19,602       657  

Avid Bioservices, Inc. *

     25,070       511  

BioLife Solutions, Inc. *

     12,236       278  

Cara Therapeutics, Inc. *

     17,168       209  
Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Health Care continued

 

Cardiovascular Systems, Inc. *

     16,502        373  

Coherus Biosciences, Inc. *

     25,913        335  

Collegium Pharmaceutical, Inc. *

     14,063        286  

Community Health Systems, Inc. *

     50,514        600  

Computer Programs and Systems, Inc. *

     5,987        206  

CONMED Corp.

     11,909        1,769  

Corcept Therapeutics, Inc. *

     38,814        874  

CorVel Corp. *

     3,824        644  

Covetrus, Inc. *

     42,049        706  

Cross Country Healthcare, Inc. *

     14,388        312  

Cutera, Inc. *

     6,649        459  

Cytokinetics, Inc. *

     34,140        1,257  

Eagle Pharmaceuticals,
Inc. *

     4,638        230  

Emergent BioSolutions,
Inc. *

     19,488        800  

Enanta Pharmaceuticals, Inc. *

     7,425        529  

Endo International PLC *

     95,061        220  

Ensign Group, Inc.

     21,301        1,917  

Fulgent Genetics, Inc. *

     7,893        493  

Glaukos Corp. *

     19,088        1,104  

Hanger, Inc. *

     14,931        274  

Harmony Biosciences Holdings, Inc. *

     9,282        452  

HealthStream, Inc. *

     10,315        205  

Heska Corp. *

     4,360        603  

Innoviva, Inc. *

     25,457        493  

Inogen, Inc. *

     8,310        269  

Integer Holdings Corp. *

     13,443        1,083  

iTeos Therapeutics, Inc. *

     8,184        263  

The Joint Corp. *

     5,865        208  

Lantheus Holdings, Inc. *

     27,560        1,524  

LeMaitre Vascular, Inc.

     7,814        363  

Ligand Pharmaceuticals,
Inc. - Class B *

     6,803        765  

MEDNAX, Inc. *

     34,752        816  

Meridian Bioscience, Inc. *

     17,773        461  

Merit Medical Systems,
Inc. *

     20,688        1,376  

Mesa Laboratories, Inc.

     2,134        544  

ModivCare, Inc. *

     5,016        579  

Myriad Genetics, Inc. *

     32,507        819  

Natus Medical, Inc. *

     13,891        365  
 


Index 600 Stock Portfolio

 

Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Health Care continued

 

Nektar Therapeutics *

     75,113       405  

NeoGenomics, Inc. *

     50,094       609  

NextGen Healthcare, Inc. *

     22,896       479  

Omnicell, Inc. *

     17,891       2,317  

OptimizeRx Corp. *

     7,229       273  

OraSure Technologies,
Inc. *

     29,329       199  

Organogenesis Holdings, Inc. *

     25,760       196  

Orthofix Medical, Inc. *

     8,037       263  

Owens & Minor, Inc.

     30,724       1,352  

Pacira Biosciences, Inc. *

     18,132       1,384  

The Pennant Group, Inc. *

     11,097       207  

Phibro Animal Health Corp. - Class A

     8,328       166  

Prestige Consumer Healthcare, Inc. *

     20,437       1,082  

RadNet, Inc. *

     19,027       426  

REGENXBIO, Inc. *

     15,315       508  

Select Medical Holdings Corp.

     43,112       1,034  

Simulations Plus, Inc.

     6,402       326  

Supernus Pharmaceuticals, Inc. *

     21,652       700  

Surmodics, Inc. *

     5,677       257  

Tactile Systems Technology, Inc. *

     8,054       162  

Tivity Health, Inc. *

     18,001       579  

uniQure NV *

     14,654       265  

US Physical Therapy, Inc.

     5,247       522  

Vanda Pharmaceuticals,
Inc. *

     22,670       256  

Varex Imaging Corp. *

     16,173       344  

Vericel Corp. *

     19,056       728  

Xencor, Inc. *

     23,804       635  

Zimvie, Inc. *

     8,500       194  

Zynex, Inc. *

     9,180       57  
    

 

 

 

Total

       48,151  
    

 

 

 

Industrials (15.9%)

 

AAON, Inc.

     16,862       940  

AAR Corp. *

     13,587       658  

ABM Industries, Inc.

     27,404       1,262  

Aerojet Rocketdyne Holdings, Inc. *

     30,465       1,199  

Aerovironment, Inc. *

     9,392       884  

Alamo Group, Inc.

     4,027       579  

Albany International Corp. - Class A

     13,180       1,111  

Allegiant Travel Co. *

     6,188       1,005  

American Woodmark
Corp. *

     6,736       330  
Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Industrials continued

 

Apogee Enterprises, Inc.

     10,123        480  

Applied Industrial Technologies, Inc.

     15,656        1,607  

ArcBest Corp.

     10,125        815  

Arcosa, Inc.

     19,672        1,126  

Astec Industries, Inc.

     9,274        399  

Atlas Air Worldwide Holdings, Inc. *

     10,991        949  

AZZ, Inc.

     10,034        484  

Barnes Group, Inc.

     18,952        762  

Boise Cascade Co.

     16,019        1,113  

Brady Corp. - Class A

     19,654        909  

CIRCOR International, Inc. *

     8,228        219  

Comfort Systems USA, Inc.

     14,676        1,306  

CoreCivic, Inc. *

     48,954        547  

Deluxe Corp.

     17,418        527  

DXP Enterprises, Inc. *

     7,010        190  

Encore Wire Corp.

     8,248        941  

Enerpac Tool Group Corp.

     24,534        537  

EnPro Industries, Inc.

     8,387        820  

ESCO Technologies, Inc.

     10,572        739  

Exponent, Inc.

     21,218        2,293  

Federal Signal Corp.

     24,855        839  

Forrester Research, Inc. *

     4,526        255  

Forward Air Corp.

     10,977        1,073  

Franklin Electric Co., Inc.

     15,904        1,321  

The GEO Group, Inc. *

     49,863        330  

Gibraltar Industries, Inc. *

     13,293        571  

GMS, Inc. *

     17,525        872  

Granite Construction, Inc.

     18,645        612  

The Greenbrier Cos., Inc.

     13,237        682  

Griffon Corp.

     19,293        386  

Harsco Corp. *

     32,226        394  

Hawaiian Holdings, Inc. *

     20,839        411  

Healthcare Services Group, Inc.

     30,445        565  

Heartland Express, Inc.

     18,956        267  

Heidrick & Struggles International, Inc.

     7,978        316  

Hillenbrand, Inc.

     29,640        1,309  

HNI Corp.

     17,725        657  

Hub Group, Inc. - Class A *

     13,811        1,066  

Insteel Industries, Inc.

     7,905        292  

Interface, Inc.

     24,007        326  

John Bean Technologies Corp.

     12,933        1,532  

Kaman Corp.

     11,323        492  
Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Industrials continued

 

KAR Auction Services,
Inc. *

     49,321       890  

Kelly Services, Inc. - Class A

     14,662       318  

Korn Ferry

     22,154       1,439  

Lindsay Corp.

     4,476       703  

ManTech International Corp. - Class A

     11,221       967  

Marten Transport, Ltd.

     24,331       432  

Matson, Inc.

     17,115       2,064  

Matthews International Corp. - Class A

     12,819       415  

Meritor, Inc. *

     28,810       1,025  

Moog, Inc. - Class A

     11,809       1,037  

Mueller Industries, Inc.

     23,363       1,266  

MYR Group, Inc. *

     6,867       646  

National Presto Industries, Inc.

     2,080       160  

NOW, Inc. *

     44,990       496  

NV5 Global, Inc. *

     4,826       643  

Park Aerospace Corp.

     7,997       104  

PGT Innovations, Inc. *

     24,247       436  

Pitney Bowes, Inc.

     67,333       350  

Powell Industries, Inc.

     3,664       71  

Proto Labs, Inc. *

     11,228       594  

Quanex Building Products Corp.

     13,595       285  

Resideo Technologies,
Inc. *

     58,777       1,401  

Resources Connection, Inc.

     12,406       213  

SkyWest, Inc. *

     20,500       591  

SPX Corp. *

     18,484       913  

SPX Flow, Inc.

     17,089       1,473  

Standex International Corp.

     5,013       501  

Tennant Co.

     7,533       594  

Titan International, Inc. *

     20,837       307  

Triumph Group, Inc. *

     26,292       665  

TrueBlue, Inc. *

     14,439       417  

UFP Industries, Inc.

     25,202       1,945  

UniFirst Corp.

     6,191       1,141  

US Ecology, Inc. *

     12,729       610  

Veritiv Corp. *

     5,647       754  

Viad Corp. *

     8,337       297  

Wabash National Corp.

     19,956       296  
    

 

 

 

Total

       65,758  
    

 

 

 

Information Technology (13.3%)

 

3D Systems Corp. *

     51,995       867  

8x8, Inc. *

     48,285       608  

ADTRAN, Inc.

     19,990       369  

Advanced Energy Industries, Inc.

     15,331       1,320  

Agilysys, Inc. *

     7,991       319  

Alarm.com Holdings, Inc. *

     18,744       1,246  
 


Index 600 Stock Portfolio

 

Common Stocks
(98.5%)
  

Shares/

Par +

    

Value

$ (000’s)

 

Information Technology continued

 

Arlo Technologies, Inc. *

     34,305        304  

Axcelis Technologies, Inc. *

     13,566        1,025  

Badger Meter, Inc.

     11,910        1,188  

Benchmark Electronics, Inc.

     14,321        359  

Bottomline Technologies, Inc. *

     15,744        892  

CalAmp Corp. *

     14,807        108  

Cerence, Inc. *

     15,954        576  

CEVA, Inc. *

     9,346        380  

Cohu, Inc. *

     19,815        586  

Comtech Telecommunications Corp.

     10,735        168  

Consensus Cloud Solutions, Inc. *

     6,481        390  

Corsair Gaming, Inc. *

     13,435        284  

CSG Systems International, Inc.

     13,223        841  

CTS Corp.

     13,135        464  

Diebold, Inc. *

     29,658        200  

Digi International, Inc. *

     14,337        309  

Diodes, Inc. *

     18,334        1,595  

Ebix, Inc.

     9,696        321  

ePlus, Inc. *

     10,938        613  

EVERTEC, Inc.

     24,320        995  

ExlService Holdings, Inc. *

     13,560        1,943  

Extreme Networks, Inc. *

     52,582        642  

Fabrinet *

     15,065        1,584  

FARO Technologies, Inc. *

     7,398        384  

FormFactor, Inc. *

     31,848        1,339  

Harmonic, Inc. *

     41,882        389  

Ichor Holdings, Ltd. *

     11,560        412  

Insight Enterprises, Inc. *

     14,205        1,524  

InterDigital, Inc.

     12,477        796  

Itron, Inc. *

     18,424        971  

Knowles Corp. *

     37,352        804  

Kulicke and Soffa Industries, Inc.

     25,367        1,421  

LivePerson, Inc. *

     27,526        672  

MaxLinear, Inc. - Class A *

     28,765        1,678  

Methode Electronics, Inc. - Class A

     15,224        658  

NETGEAR, Inc. *

     11,865        293  

NetScout Systems, Inc. *

     30,049        964  

OneSpan, Inc. *

     14,054        203  

Onto Innovation, Inc. *

     20,068        1,744  

OSI Systems, Inc. *

     6,683        569  

PC Connection, Inc.

     4,471        234  

PDF Solutions, Inc. *

     12,159        339  

Perficient, Inc. *

     13,411        1,476  

Common Stocks

(98.5%)

  

Shares/

Par +

   

Value

$ (000’s)

 

Information Technology continued

 

Photronics, Inc. *

     25,088       426  

Plantronics, Inc. *

     17,408       686  

Plexus Corp. *

     11,439       936  

Progress Software Corp.

     18,019       848  

Rambus, Inc. *

     44,534       1,420  

Rogers Corp. *

     7,627       2,072  

Sanmina Corp. *

     25,874       1,046  

ScanSource, Inc. *

     10,414       362  

SMART Global Holdings, Inc. *

     19,115       494  

SPS Commerce, Inc. *

     14,643       1,921  

TTEC Holdings, Inc.

     7,456       615  

TTM Technologies, Inc. *

     42,487       630  

Ultra Clean Holdings, Inc. *

     18,279       775  

Unisys Corp. *

     27,357       591  

Veeco Instruments, Inc. *

     20,552       559  

Viavi Solutions, Inc. *

     93,610       1,505  

Vonage Holdings Corp. *

     102,794       2,086  

Xperi Holding Corp.

     42,503       736  
    

 

 

 

Total

       55,074  
    

 

 

 

Materials (5.4%)

 

AdvanSix, Inc.

     11,475       586  

Allegheny Technologies,
Inc. *

     51,812       1,391  

American Vanguard Corp.

     10,990       223  

Arconic Corp. *

     43,336       1,110  

Balchem Corp.

     13,187       1,803  

Carpenter Technology Corp.

     19,649       825  

Century Aluminum Co. *

     20,545       541  

Clearwater Paper Corp. *

     6,797       191  

Compass Minerals International, Inc.

     13,861       870  

Ferro Corp. *

     33,683       732  

FutureFuel Corp.

     10,628       103  

GCP Applied Technologies, Inc. *

     21,980       691  

Glatfelter Corp.

     18,081       224  

H.B. Fuller Co.

     21,512       1,421  

Hawkins, Inc.

     7,654       351  

Haynes International,
Inc.

     5,080       216  

Innospec, Inc.

     10,032       929  

Kaiser Aluminum Corp.

     6,456       608  

Koppers Holdings, Inc.

     8,650       238  

Livent Corp. *

     65,780       1,715  

Materion Corp.

     8,318       713  

Mercer International, Inc.

     16,391       229  

Myers Industries, Inc.

     14,721       318  
Common Stocks
(98.5%)
  

Shares/

Par +

   

Value

$ (000’s)

 

Materials continued

 

Neenah, Inc.

     6,828       271  

O-I Glass, Inc. *

     63,350       835  

Olympic Steel, Inc.

     3,782       146  

Quaker Chemical Corp.

     5,463       944  

Rayonier Advanced Materials, Inc. *

     26,149       172  

Schweitzer-Mauduit International, Inc.

     12,779       351  

Stepan Co.

     8,656       855  

SunCoke Energy, Inc.

     33,804       301  

Sylvamo Corp. *

     14,366       478  

TimkenSteel Corp. *

     16,743       366  

Tredegar Corp.

     10,488       126  

Trinseo PLC

     15,805       757  

Warrior Met Coal, Inc.

     20,925       777  
    

 

 

 

Total

       22,407  
    

 

 

 

Real Estate (8.6%)

 

Acadia Realty Trust

     35,989       780  

Agree Realty Corp.

     29,049       1,928  

Alexander & Baldwin, Inc.

     29,505       684  

American Assets Trust, Inc.

     21,420       812  

Armada Hoffler Properties, Inc.

     27,693       404  

Brandywine Realty Trust

     69,635       985  

CareTrust REIT, Inc.

     39,459       762  

Centerspace

     6,108       599  

Chatham Lodging Trust *

     19,764       273  

Community Healthcare Trust, Inc.

     9,536       403  

DiamondRock Hospitality Co. *

     85,670       865  

Diversified Healthcare Trust

     98,165       314  

Douglas Elliman, Inc.

     26,848       196  

Easterly Government Properties, Inc.

     35,012       740  

Essential Properties Realty Trust, Inc.

     49,529       1,253  

Four Corners Property Trust, Inc.

     31,434       850  

Franklin Street Properties Corp.

     38,661       228  

Getty Realty Corp.

     16,001       458  

Global Net Lease, Inc.

     42,106       662  

Hersha Hospitality Trust *

     13,436       122  

Independence Realty Trust, Inc.

     89,869       2,376  

Industrial Logistics Properties Trust

     26,582       603  

Innovative Industrial Properties, Inc.

     10,432       2,143  

iStar, Inc.

     28,280       662  

LTC Properties, Inc.

     16,278       626  
 


Index 600 Stock Portfolio

 

Common Stocks
(98.5%)
   Shares/
Par +
     Value
$ (000’s)
 

Real Estate continued

 

LXP Industrial Trust

     115,181        1,808  

Marcus & Millichap, Inc.

     10,178        536  

NexPoint Residential Trust, Inc.

     9,256        836  

Office Properties Income Trust

     19,671        506  

Orion Office REIT, Inc.

     23,236        325  

RE/MAX Holdings, Inc. - Class A

     7,657        212  

Realogy Holdings Corp. *

     47,463        744  

Retail Opportunity Investments Corp.

     49,360        957  

RPT Realty

     34,234        471  

Safehold, Inc.

     5,753        319  

Saul Centers, Inc.

     5,331        281  

Service Properties Trust

     67,097        593  

SITE Centers Corp.

     73,085        1,221  

The St. Joe Co.

     13,425        795  

Summit Hotel Properties, Inc. *

     43,265        431  

Tanger Factory Outlet Centers, Inc.

     42,316        727  

Uniti Group, Inc.

     96,112        1,323  

Universal Health Realty Income Trust

     5,208        304  

Urban Edge Properties

     44,783        855  

Urstadt Biddle Properties, Inc. - Class A

     12,200        230  

Veris Residential, Inc. *

     32,791        570  

Washington Real Estate Investment Trust

     34,430        878  

Whitestone REIT

     18,793        249  

Xenia Hotels & Resorts, Inc. *

     46,479        897  

Total

        35,796  

Utilities (2.0%)

     

American States Water Co.

     15,046        1,340  

Avista Corp.

     28,813        1,301  

California Water Service Group

     21,425        1,270  

Chesapeake Utilities Corp.

     7,169        988  

Middlesex Water Co.

     7,124        749  

Northwest Natural Holding Co.

     12,496        646  

South Jersey Industries, Inc.

     45,782        1,582  

Common Stocks

(98.5%)

   Shares/
Par  +
  

Value

$  (000’s)

 

Utilities continued

 

Unitil Corp.

   6,500      324  

Total

     8,200  

Total Common Stocks
(Cost: $316,429)

     408,750  
Warrants (0.0%)              

Energy (0.0%)

     

Nabors Industries, Ltd. *

   1,013      23  

Total

        23  

Total Warrants (Cost: $–)

     23  

Short-Term

Investments (1.4%)

       

Governments (0.1%)

  

US Treasury
0.000%, 6/30/22 b

   495,000      494  

Total

        494  

Money Market Funds (1.3%)

  

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

   5,219,585      5,220  

Total

        5,220  
 

Total Short-Term Investments
(Cost: $5,714)

     5,714  

Total Investments (99.9%)
(Cost: $322,143)@

     414,487  

Other Assets, Less
Liabilities (0.1%)

     502  
 

Net Assets (100.0%)

     414,989  

    

 


Index 600 Stock Portfolio

 

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 Russell 2000 Index Futures

    Long       USD       3       59       6/22     $ 6,096      $ 184     $                 (65)    
             

 

 

               $ 184     $                 (65)    
             

 

 

 

     Financial Derivative Assets    Financial Derivative Liabilities  
     Variation Margin (000’s)    Variation Margin (000’s)      Market Value
(000’s)
 
     Swaps    Futures      Total      Swaps      Futures      Total      Options  
  

 

 

 

Total Exchange-Traded or

Centrally Cleared Derivatives

     $                 –      $             –      $                 –      $             –      $         (65)      $         (65)      $             –    
  

 

 

 

 

+

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

*

Non income producing

b

Cash or securities with an aggregate value of $494 (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 $322,143 and the net unrealized appreciation of investments based on that cost was $92,528 which is comprised of $117,865 aggregate gross unrealized appreciation and $25,337 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.


Index 600 Stock Portfolio

 

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

    $ 408,750          $     $ —      

Short-Term Investments

       

Money Market Funds

     5,220                  —      

All Others

     —            494        —      

Other Financial Instruments^

       

Futures

     184                  —      

Warrants

     23                  —      
  

 

 

 

Total Assets:

  

 

 $

 

414,177    

 

 

   $ 494     $ —      
  

 

 

 

^ 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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