Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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    NPORT-P
    false
    
      
      
        
          0000742212
          XXXXXXXX
        
      
      
      
      
        S000000049
        C000000084
      
      
      
    
  
  
    
      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Small Cap Value Portfolio
      S000000049
      5493006BEZYY47A02J59
      2022-12-31
      2022-03-31
      N
    
    
      628423442.68
      626926.50
      627796516.18
      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
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Ionis Pharmaceuticals Inc
        549300SI4ZGLG0BLUZ92
        Ionis Pharmaceuticals Inc
        462222100
        
          
        
        42500.00000000
        NS
        USD
        1574200.00000000
        0.250750037540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        On Holding AG
        N/A
        On Holding AG
        000000000
        
          
        
        10554.00000000
        NS
        USD
        266382.96000000
        0.042431417367
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Parsons Corp
        549300ZXH0VRBSEPX752
        Parsons Corp
        70202L102
        
          
        
        57441.00000000
        NS
        USD
        2222966.70000000
        0.354090321100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PennyMac Financial Services Inc
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932M107
        
          
        
        53408.00000000
        NS
        USD
        2841305.60000000
        0.452583843135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern First Bancshares Inc
        N/A
        Southern First Bancshares Inc
        842873101
        
          
        
        65527.00000000
        NS
        USD
        3331392.68000000
        0.530648481496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carpenter Technology Corp
        DX6I6ZD3X5WNNCDJKP85
        Carpenter Technology Corp
        144285103
        
          
        
        89496.00000000
        NS
        USD
        3757042.08000000
        0.598449017025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BJ's Restaurants Inc
        5299000EOW66I1OJNQ23
        BJ's Restaurants Inc
        09180C106
        
          
        
        69353.00000000
        NS
        USD
        1962689.90000000
        0.312631537355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PCSB Financial Corp
        N/A
        PCSB Financial Corp
        69324R104
        
          
        
        77169.00000000
        NS
        USD
        1474699.59000000
        0.234900887786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advantage Solutions Inc
        N/A
        Advantage Solutions Inc
        00791N110
        
          
        
        19088.00000000
        NS
        USD
        17942.72000000
        0.002858047080
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Advantage Solutions Inc
                Advantage Solutions Inc
                
                  
                  
                
              
            
            11.50000000
            11.50000000
            USD
            2025-10-28
            XXXX
            -6812.89000000
          
        
        
          N
          N
          N
        
      
      
        Advantage Solutions Inc
        N/A
        Advantage Solutions Inc
        00791N102
        
          
        
        245014.00000000
        NS
        USD
        1563189.32000000
        0.248996176262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritage Homes Corp
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001A102
        
          
        
        33552.00000000
        NS
        USD
        2658324.96000000
        0.423437354538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Payoneer Global Inc
        N/A
        Payoneer Global Inc
        70451X104
        
          
        
        357500.00000000
        NS
        USD
        1594450.00000000
        0.253975604978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Oak Bancshares Inc
        N/A
        Live Oak Bancshares Inc
        53803X105
        
          
        
        116338.00000000
        NS
        USD
        5920440.82000000
        0.943050919750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pool Corp
        5493005VZK1KMN6CO617
        Pool Corp
        73278L105
        
          
        
        3556.00000000
        NS
        USD
        1503654.60000000
        0.239513052596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REX American Resources Corp
        N/A
        REX American Resources Corp
        761624105
        
          
        
        21926.00000000
        NS
        USD
        2183829.60000000
        0.347856278860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastern Bankshares Inc
        549300J245MBQU3DO403
        Eastern Bankshares Inc
        27627N105
        
          
        
        135343.00000000
        NS
        USD
        2915288.22000000
        0.464368333506
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Safehold Inc
        549300MHMP6BIE0XV355
        Safehold Inc
        78645L100
        
          
        
        54942.00000000
        NS
        USD
        3046533.90000000
        0.485274100999
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workiva Inc
        529900RTOQ8GRWHY1O58
        Workiva Inc
        98139A105
        
          
        
        17369.00000000
        NS
        USD
        2049542.00000000
        0.326465972202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Properties Realty Trust Inc
        N/A
        Essential Properties Realty Trust Inc
        29670E107
        
          
        
        111707.00000000
        NS
        USD
        2826187.10000000
        0.450175658379
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Consolidated Inc
        57VG5X0E00X0QJU7CQ58
        Coca-Cola Consolidated Inc
        191098102
        
          
        
        8771.00000000
        NS
        USD
        4357871.35000000
        0.694153477709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walker & Dunlop Inc
        N/A
        Walker & Dunlop Inc
        93148P102
        
          
        
        30363.00000000
        NS
        USD
        3929579.46000000
        0.625932027133
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agiliti Inc
        N/A
        Agiliti Inc
        00848J104
        
          
        
        139793.00000000
        NS
        USD
        2949632.30000000
        0.469838908624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Harmonic Inc
        549300LRGRD8XC9BTL66
        Harmonic Inc
        413160102
        
          
        
        665802.00000000
        NS
        USD
        6185300.58000000
        0.985239710732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryan Specialty Group Holdings Inc
        N/A
        Ryan Specialty Group Holdings Inc
        78351F107
        
          
        
        67839.00000000
        NS
        USD
        2631474.81000000
        0.419160467154
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MaxLinear Inc
        549300EMOI0SM2IY4F64
        MaxLinear Inc
        57776J100
        
          
        
        62643.00000000
        NS
        USD
        3655219.05000000
        0.582229903447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomad Foods Ltd
        5493000ZZ1837DS2SI43
        Nomad Foods Ltd
        000000000
        
          
        
        233894.00000000
        NS
        USD
        5281326.52000000
        0.841248140740
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Biosciences of California Inc
        529900F1BWRE1M0KZN89
        Pacific Biosciences of California Inc
        69404D108
        
          
        
        75700.00000000
        NS
        USD
        688870.00000000
        0.109728229170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Banking System Inc
        N/A
        Columbia Banking System Inc
        197236102
        
          
        
        114649.00000000
        NS
        USD
        3699723.23000000
        0.589318853266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WSFS Financial Corp
        549300SU7VQHD6QRG886
        WSFS Financial Corp
        929328102
        
          
        
        149219.00000000
        NS
        USD
        6956589.78000000
        1.108096270162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Belden Inc
        68BKYO1JC791TTJHUE82
        Belden Inc
        077454106
        
          
        
        136462.00000000
        NS
        USD
        7559994.80000000
        1.204211015059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tricon Residential Inc
        N/A
        Tricon Residential Inc
        89612W102
        
          
        
        118809.00000000
        NS
        USD
        1886686.92000000
        0.300525229333
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Blue Bird Corp
        5493004ZXJUUWQ65ER59
        Blue Bird Corp
        095306106
        
          
        
        77902.00000000
        NS
        USD
        1466115.64000000
        0.233533573731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Medical Holdings Corp
        N/A
        Select Medical Holdings Corp
        81619Q105
        
          
        
        225413.00000000
        NS
        USD
        5407657.87000000
        0.861371117970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Saul Centers Inc
        N/A
        Saul Centers Inc
        804395101
        
          
        
        98113.00000000
        NS
        USD
        5170555.10000000
        0.823603662451
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704L104
        
          
        
        8400.00000000
        NS
        USD
        1403556.00000000
        0.223568618784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPX Corp
        P761FCI0CPOG24I8JE10
        SPX Corp
        784635104
        
          
        
        58266.00000000
        NS
        USD
        2878923.06000000
        0.458575826052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JELD-WEN Holding Inc
        529900AXX7CT9GZSCS30
        JELD-WEN Holding Inc
        47580P103
        
          
        
        92210.00000000
        NS
        USD
        1870018.80000000
        0.297870209821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        James River Group Holdings Ltd
        N/A
        James River Group Holdings Ltd
        000000000
        
          
        
        111817.00000000
        NS
        USD
        2766352.58000000
        0.440644780387
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        nCino Inc
        N/A
        nCino Inc
        63947X101
        
          
        
        37716.00000000
        NS
        USD
        1545601.68000000
        0.246194688910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quidel Corp
        549300X2FQ6S98OQLQ46
        Quidel Corp
        74838J101
        
          
        
        11353.00000000
        NS
        USD
        1276758.38000000
        0.203371370674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Turning Point Therapeutics Inc
        N/A
        Turning Point Therapeutics Inc
        90041T108
        
          
        
        31100.00000000
        NS
        USD
        835035.00000000
        0.133010454578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Papa John's International Inc
        HZYLD3DK5XOX0WBVNB56
        Papa John's International Inc
        698813102
        
          
        
        35352.00000000
        NS
        USD
        3721858.56000000
        0.592844729793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        12627725.44000000
        NS
        USD
        12627725.44000000
        2.011436048870
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apellis Pharmaceuticals Inc
        254900HS0ZFRXXSB9D42
        Apellis Pharmaceuticals Inc
        03753U106
        
          
        
        37347.00000000
        NS
        USD
        1897601.07000000
        0.302263714610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorman Products Inc
        N/A
        Dorman Products Inc
        258278100
        
          
        
        34024.00000000
        NS
        USD
        3233300.72000000
        0.515023679913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terreno Realty Corp
        N/A
        Terreno Realty Corp
        88146M101
        
          
        
        100618.00000000
        NS
        USD
        7450762.90000000
        1.186811762724
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        ChampionX Corp
        15872M104
        
          
        
        293440.00000000
        NS
        USD
        7183411.20000000
        1.144226037396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Alliance Bancorp
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638109
        
          
        
        103402.00000000
        NS
        USD
        8563753.64000000
        1.364097031329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LL Flooring Holdings Inc
        N/A
        LL Flooring Holdings Inc
        55003T107
        
          
        
        150231.00000000
        NS
        USD
        2106238.62000000
        0.335497022636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regal Rexnord Corp
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corp
        758750103
        
          
        
        22730.00000000
        NS
        USD
        3381769.40000000
        0.538672852244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Houlihan Lokey Inc
        549300S3CNGTQ1QZVY46
        Houlihan Lokey Inc
        441593100
        
          
        
        60274.00000000
        NS
        USD
        5292057.20000000
        0.842957401579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Origin Bancorp Inc
        54930055DO2Z4KO3NB45
        Origin Bancorp Inc
        68621T102
        
          
        
        90930.00000000
        NS
        USD
        3845429.70000000
        0.612528040677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cactus Inc
        549300J3T8C9F8QFKV08
        Cactus Inc
        127203107
        
          
        
        138502.00000000
        NS
        USD
        7858603.48000000
        1.251775579740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NorthWestern Corp
        3BPWMBHR1R9SHUN7J795
        NorthWestern Corp
        668074305
        
          
        
        98098.00000000
        NS
        USD
        5933948.02000000
        0.945202444911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sweetgreen Inc
        N/A
        Sweetgreen Inc
        87043Q108
        
          
        
        16561.00000000
        NS
        USD
        529786.39000000
        0.084388233503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BankUnited Inc
        96OVUWEW5D4YX6PFXD91
        BankUnited Inc
        06652K103
        
          
        
        169670.00000000
        NS
        USD
        7458693.20000000
        1.188074958648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simply Good Foods Co/The
        N/A
        Simply Good Foods Co/The
        82900L102
        
          
        
        79036.00000000
        NS
        USD
        2999416.20000000
        0.477768850686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellium SE
        724500KRJEMC79KAAU28
        Constellium SE
        000000000
        
          
        
        330957.00000000
        NS
        USD
        5957226.00000000
        0.948910331049
        Long
        EC
        CORP
        FR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JBG SMITH Properties
        N/A
        JBG SMITH Properties
        46590V100
        
          
        
        163099.00000000
        NS
        USD
        4765752.78000000
        0.759123801609
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding Inc
        15677J108
        
          
        
        42767.00000000
        NS
        USD
        2923552.12000000
        0.465684667667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xometry Inc
        5493006JFRGU7YRRXE44
        Xometry Inc
        98423F109
        
          
        
        6139.00000000
        NS
        USD
        225608.25000000
        0.035936524683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aris Water Solution Inc
        N/A
        Aris Water Solution Inc
        04041L106
        
          
        
        106287.00000000
        NS
        USD
        1934423.40000000
        0.308129043431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cavco Industries Inc
        N/A
        Cavco Industries Inc
        149568107
        
          
        
        22358.00000000
        NS
        USD
        5384924.30000000
        0.857749949420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zurn Water Solutions Corp
        549300AM3633XDFU1Q85
        Zurn Water Solutions Corp
        98983L108
        
          
        
        62900.00000000
        NS
        USD
        2226660.00000000
        0.354678616815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NerdWallet Inc
        254900FJ2Y4SH71DJ379
        NerdWallet Inc
        64082B102
        
          
        
        68419.00000000
        NS
        USD
        820343.81000000
        0.130670334870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Campus Communities Inc
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
        
        63061.00000000
        NS
        USD
        3529524.17000000
        0.562208307793
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Omaha Corp
        54930002FEWTYF4YFF19
        Boston Omaha Corp
        101044105
        
          
        
        109275.00000000
        NS
        USD
        2772306.75000000
        0.441593203936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide Corp
        549300WA6BT5H4F7IO94
        Marriott Vacations Worldwide Corp
        57164Y107
        
          
        
        25547.00000000
        NS
        USD
        4028761.90000000
        0.641730528311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scholastic Corp
        N/A
        Scholastic Corp
        807066105
        
          
        
        69520.00000000
        NS
        USD
        2800265.60000000
        0.446046693129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Seaways Inc
        549300YUFDGFRNGBWF46
        International Seaways Inc
        000000000
        
          
        
        99072.00000000
        NS
        USD
        1787258.88000000
        0.284687607200
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Grocery Outlet Holding Corp
        N/A
        Grocery Outlet Holding Corp
        39874R101
        
          
        
        68755.00000000
        NS
        USD
        2253788.90000000
        0.358999905528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beacon Roofing Supply Inc
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685109
        
          
        
        104558.00000000
        NS
        USD
        6198198.24000000
        0.987294143923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PennyMac Mortgage Investment Trust
        549300BSSOQO1ZWDUJ97
        PennyMac Mortgage Investment Trust
        70931T103
        
          
        
        175963.00000000
        NS
        USD
        2972015.07000000
        0.473404199195
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FB Financial Corp
        5493000B2LD2C2A6C435
        FB Financial Corp
        30257X104
        
          
        
        117947.00000000
        NS
        USD
        5239205.74000000
        0.834538836226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912108
        
          
        
        66008.00000000
        NS
        USD
        3889191.36000000
        0.619498716505
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Post Holdings Inc
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446104
        
          
        
        32343.00000000
        NS
        USD
        2240076.18000000
        0.356815643646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Real Estate Investment Trust
        549300DI34BGS8LVKW95
        Washington Real Estate Investment Trust
        939653101
        
          
        
        159130.00000000
        NS
        USD
        4057815.00000000
        0.646358317610
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ESCO Technologies Inc
        5493007JJLP5MEWVDH10
        ESCO Technologies Inc
        296315104
        
          
        
        48535.00000000
        NS
        USD
        3393567.20000000
        0.540552091726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pennant Group Inc/The
        5493007H2OYR6BYLDA64
        Pennant Group Inc/The
        70805E109
        
          
        
        76204.00000000
        NS
        USD
        1419680.52000000
        0.226137049730
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fate Therapeutics Inc
        549300L14Q4UHOODLA90
        Fate Therapeutics Inc
        31189P102
        
          
        
        33500.00000000
        NS
        USD
        1298795.00000000
        0.206881523953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSA Safety Inc
        529900DVA3258XK11O39
        MSA Safety Inc
        553498106
        
          
        
        19592.00000000
        NS
        USD
        2599858.40000000
        0.414124375174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home BancShares Inc/AR
        N/A
        Home BancShares Inc/AR
        436893200
        
          
        
        321749.00000000
        NS
        USD
        7271527.40000000
        1.158261827294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matson Inc
        549300OI5H3Y0I9I4I12
        Matson Inc
        57686G105
        
          
        
        23066.00000000
        NS
        USD
        2782220.92000000
        0.443172405117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Popular Inc
        5493008CARDZMVQ3LO89
        Popular Inc
        733174700
        
          
        
        64965.00000000
        NS
        USD
        5310239.10000000
        0.845853546991
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        HarborOne Bancorp Inc
        549300CNOEY2QUB7F917
        HarborOne Bancorp Inc
        41165Y100
        
          
        
        267555.00000000
        NS
        USD
        3751121.10000000
        0.597505880221
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ortho Clinical Diagnostics Holdings PLC
        N/A
        Ortho Clinical Diagnostics Holdings PLC
        000000000
        
          
        
        136423.00000000
        NS
        USD
        2545653.18000000
        0.405490173072
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritex Holdings Inc
        549300F3SMOML02SC814
        Veritex Holdings Inc
        923451108
        
          
        
        25697.00000000
        NS
        USD
        980854.49000000
        0.156237644638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Towne Bank/Portsmouth VA
        54930039UO39UJGI7078
        Towne Bank/Portsmouth VA
        89214P109
        
          
        
        165253.00000000
        NS
        USD
        4947674.82000000
        0.788101668691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Opendoor Technologies Inc
        254900KX11YZ4HV5BQ47
        Opendoor Technologies Inc
        683712103
        
          
        
        232800.00000000
        NS
        USD
        2013720.00000000
        0.320759983227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Karuna Therapeutics Inc
        N/A
        Karuna Therapeutics Inc
        48576A100
        
          
        
        13763.00000000
        NS
        USD
        1745010.77000000
        0.277958020636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Entegris Inc
        IYX6OWO7BT5DKO3BYG52
        Entegris Inc
        29362U104
        
          
        
        28088.00000000
        NS
        USD
        3686830.88000000
        0.587265265891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRP Group Inc
        N/A
        BRP Group Inc
        05589G102
        
          
        
        187850.00000000
        NS
        USD
        5040015.50000000
        0.802810364521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Replimune Group Inc
        549300AY704NEIRC4K64
        Replimune Group Inc
        76029N106
        
          
        
        67010.00000000
        NS
        USD
        1137829.80000000
        0.181241814931
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Dot Corp
        N/A
        Green Dot Corp
        39304D102
        
          
        
        67755.00000000
        NS
        USD
        1861907.40000000
        0.296578166971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGE Energy Inc
        N/A
        MGE Energy Inc
        55277P104
        
          
        
        73921.00000000
        NS
        USD
        5898156.59000000
        0.939501325348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phreesia Inc
        5493000HHF8NU4QOCG53
        Phreesia Inc
        71944F106
        
          
        
        77908.00000000
        NS
        USD
        2053654.88000000
        0.327121101674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Radian Group Inc
        54930005OUP720S5U385
        Radian Group Inc
        750236101
        
          
        
        204856.00000000
        NS
        USD
        4549851.76000000
        0.724733515197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ensign Group Inc/The
        5493003K4HEEA8Q0BC72
        Ensign Group Inc/The
        29358P101
        
          
        
        41807.00000000
        NS
        USD
        3763048.07000000
        0.599405694841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners Inc
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346Q104
        
          
        
        96244.00000000
        NS
        USD
        8862147.52000000
        1.411627381101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Littelfuse Inc
        549300MY7HLQFYTPCX75
        Littelfuse Inc
        537008104
        
          
        
        33787.00000000
        NS
        USD
        8426815.67000000
        1.342284554440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blueprint Medicines Corp
        5299004CC60O9T5HVM83
        Blueprint Medicines Corp
        09627Y109
        
          
        
        22450.00000000
        NS
        USD
        1434106.00000000
        0.228434845214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prothena Corp PLC
        5299009ZXQ8NIIJ8OL30
        Prothena Corp PLC
        000000000
        
          
        
        35400.00000000
        NS
        USD
        1294578.00000000
        0.206209809490
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One Inc
        12685J105
        
          
        
        3382.00000000
        NS
        USD
        4952059.68000000
        0.788800121117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABM Industries Inc
        QF02R89VEIOROM77J447
        ABM Industries Inc
        000957100
        
          
        
        33030.00000000
        NS
        USD
        1520701.20000000
        0.242228359158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kymera Therapeutics Inc
        N/A
        Kymera Therapeutics Inc
        501575104
        
          
        
        29038.00000000
        NS
        USD
        1228888.16000000
        0.195746253495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eXp World Holdings Inc
        549300TWVVZC283VEC32
        eXp World Holdings Inc
        30212W100
        
          
        
        38100.00000000
        NS
        USD
        806577.00000000
        0.128477457139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
        
        91628.00000000
        NS
        USD
        4831544.44000000
        0.769603576234
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helios Technologies Inc
        5493000BCJSMIDRNTI78
        Helios Technologies Inc
        42328H109
        
          
        
        71625.00000000
        NS
        USD
        5747906.25000000
        0.915568357240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hibbett Inc
        529900RD6P643J1CZM55
        Hibbett Inc
        428567101
        
          
        
        27616.00000000
        NS
        USD
        1224493.44000000
        0.195046230496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integral Ad Science Holding Corp
        N/A
        Integral Ad Science Holding Corp
        45828L108
        
          
        
        65946.00000000
        NS
        USD
        910054.80000000
        0.144960154531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality REIT Inc
        549300EVZAR0FBZO4F16
        Apple Hospitality REIT Inc
        03784Y200
        
          
        
        300158.00000000
        NS
        USD
        5393839.26000000
        0.859169989158
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rent the Runway Inc
        N/A
        Rent the Runway Inc
        76010Y103
        
          
        
        19915.00000000
        NS
        USD
        137214.35000000
        0.021856500707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
        
        4505.00000000
        NS
        USD
        1502822.95000000
        0.239380581329
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        Clearwater Paper Corp
        18538R103
        
          
        
        106441.00000000
        NS
        USD
        2983541.23000000
        0.475240169880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries Inc
        90278Q108
        
          
        
        107856.00000000
        NS
        USD
        8322168.96000000
        1.325615664552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank Holdings Corp
        N/A
        National Bank Holdings Corp
        633707104
        
          
        
        108417.00000000
        NS
        USD
        4367036.76000000
        0.695613410946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCI Industries
        549300E1B98YNJ1WIQ04
        LCI Industries
        50189K103
        
          
        
        25422.00000000
        NS
        USD
        2639057.82000000
        0.420368344198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landstar System Inc
        254900CUQXQRL09MEI52
        Landstar System Inc
        515098101
        
          
        
        29032.00000000
        NS
        USD
        4378896.56000000
        0.697502526239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Palomar Holdings Inc
        549300DOI1MUW11BLX74
        Palomar Holdings Inc
        69753M105
        
          
        
        40676.00000000
        NS
        USD
        2602857.24000000
        0.414602052244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        California Water Service Group
        529900QABDOBU6UVRQ36
        California Water Service Group
        130788102
        
          
        
        72610.00000000
        NS
        USD
        4304320.80000000
        0.685623556210
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404L201
        
          
        
        211048.00000000
        NS
        USD
        6027530.88000000
        0.960109004216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Red Robin Gourmet Burgers Inc
        529900V6NUMBYX34LV46
        Red Robin Gourmet Burgers Inc
        75689M101
        
          
        
        70895.00000000
        NS
        USD
        1195289.70000000
        0.190394446161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179M103
        
          
        
        198220.00000000
        NS
        USD
        11720748.60000000
        1.866966174218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Corp
        N/A
        Magnolia Oil & Gas Corp
        559663109
        
          
        
        335690.00000000
        NS
        USD
        7939068.50000000
        1.264592633980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alamo Group Inc
        54930080C93RVZRSDV26
        Alamo Group Inc
        011311107
        
          
        
        14775.00000000
        NS
        USD
        2124497.25000000
        0.338405390161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        St Joe Co/The
        529900XVHOT3BF8PWG49
        St Joe Co/The
        790148100
        
          
        
        135578.00000000
        NS
        USD
        8031640.72000000
        1.279338211188
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ultragenyx Pharmaceutical Inc
        529900EV44GVDN1DCX77
        Ultragenyx Pharmaceutical Inc
        90400D108
        
          
        
        25785.00000000
        NS
        USD
        1872506.70000000
        0.298266500647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insmed Inc
        529900Q55QAG41CCAC11
        Insmed Inc
        457669307
        
          
        
        96810.00000000
        NS
        USD
        2275035.00000000
        0.362384139026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orion Engineered Carbons SA
        N/A
        Orion Engineered Carbons SA
        000000000
        
          
        
        200858.00000000
        NS
        USD
        3207702.26000000
        0.510946170825
        Long
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegiant Travel Co
        549300JM9OZXOHWL2K18
        Allegiant Travel Co
        01748X102
        
          
        
        10590.00000000
        NS
        USD
        1719710.10000000
        0.273927945708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PRA Group Inc
        549300Q5HW3JSSB86K27
        PRA Group Inc
        69354N106
        
          
        
        34538.00000000
        NS
        USD
        1556973.04000000
        0.248006001924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Analytics Holdings Inc
        N/A
        Clearwater Analytics Holdings Inc
        185123106
        
          
        
        34565.00000000
        NS
        USD
        725865.00000000
        0.115621062126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Figs Inc
        N/A
        Figs Inc
        30260D103
        
          
        
        95387.00000000
        NS
        USD
        2052728.24000000
        0.326973499708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROG Holdings Inc
        549300DHYTLBOVRXIG52
        PROG Holdings Inc
        74319R101
        
          
        
        100617.00000000
        NS
        USD
        2894751.09000000
        0.461097029912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arvinas Inc
        N/A
        Arvinas Inc
        04335A105
        
          
        
        25911.00000000
        NS
        USD
        1743810.30000000
        0.277766801034
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDACORP Inc
        N134NUJDWN8UEFA8B673
        IDACORP Inc
        451107106
        
          
        
        67188.00000000
        NS
        USD
        7750807.68000000
        1.234605079869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CIRCOR International Inc
        5493007701O01N3FQM69
        CIRCOR International Inc
        17273K109
        
          
        
        102039.00000000
        NS
        USD
        2716278.18000000
        0.432668565370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quaker Chemical Corp
        549300PJQ1R3WCWCPS54
        Quaker Chemical Corp
        747316107
        
          
        
        18512.00000000
        NS
        USD
        3199058.72000000
        0.509569364842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtus Investment Partners Inc
        549300HWF93HB8BDM648
        Virtus Investment Partners Inc
        92828Q109
        
          
        
        20542.00000000
        NS
        USD
        4929874.58000000
        0.785266316862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hercules Capital Inc
        549300UJ5OC256GR2B73
        Hercules Capital Inc
        427096508
        
          
        
        138945.00000000
        NS
        USD
        2510736.15000000
        0.399928334307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hannon Armstrong Sustainable Infrastructure Capital Inc
        N/A
        Hannon Armstrong Sustainable Infrastructure Capital Inc
        41068X100
        
          
        
        122314.00000000
        NS
        USD
        5801353.02000000
        0.924081747904
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Webster Financial Corp
        KMRURHT0VWKYS6Z5KU67
        Webster Financial Corp
        947890109
        
          
        
        82772.00000000
        NS
        USD
        4645164.64000000
        0.739915644684
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
        
        65781.00000000
        NS
        USD
        9061990.56000000
        1.443459835543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CrossFirst Bankshares Inc
        N/A
        CrossFirst Bankshares Inc
        22766M109
        
          
        
        160925.00000000
        NS
        USD
        2536178.00000000
        0.403980897414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameresco Inc
        529900NZXZGBCBXYY327
        Ameresco Inc
        02361E108
        
          
        
        19667.00000000
        NS
        USD
        1563526.50000000
        0.249049884748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485205
        
          
        
        221769.00000000
        NS
        USD
        11749321.62000000
        1.871517492880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Petco Health & Wellness Co Inc
        N/A
        Petco Health & Wellness Co Inc
        71601V105
        
          
        
        102683.00000000
        NS
        USD
        2009506.31000000
        0.320088796004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexPoint Residential Trust Inc
        549300U2J6XVYBF87166
        NexPoint Residential Trust Inc
        65341D102
        
          
        
        12700.00000000
        NS
        USD
        1146937.00000000
        0.182692476055
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atrion Corp
        N/A
        Atrion Corp
        049904105
        
          
        
        7359.00000000
        NS
        USD
        5246967.00000000
        0.835775106228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EastGroup Properties Inc
        31TIGQQZC4P6JMHKSW85
        EastGroup Properties Inc
        277276101
        
          
        
        31857.00000000
        NS
        USD
        6475890.96000000
        1.031527062208
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Strategic Education Inc
        0PYXF82EO1UCNGL5I740
        Strategic Education Inc
        86272C103
        
          
        
        75354.00000000
        NS
        USD
        5001998.52000000
        0.796754743150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PS Business Parks Inc
        N/A
        PS Business Parks Inc
        69360J107
        
          
        
        27169.00000000
        NS
        USD
        4566565.52000000
        0.727395804581
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc
        91336L107
        
          
        
        138045.00000000
        NS
        USD
        4436766.30000000
        0.706720439768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brady Corp
        549300G2LEQOFQC8GY34
        Brady Corp
        104674106
        
          
        
        64174.00000000
        NS
        USD
        2969330.98000000
        0.472976657797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enerpac Tool Group Corp
        IZW37BPZKUJE1QXGB081
        Enerpac Tool Group Corp
        292765104
        
          
        
        105730.00000000
        NS
        USD
        2314429.70000000
        0.368659213670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glacier Bancorp Inc
        549300SMJAUKZB5D7V74
        Glacier Bancorp Inc
        37637Q105
        
          
        
        85178.00000000
        NS
        USD
        4282749.84000000
        0.682187576646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visteon Corp
        549300MOVLYHRW4GGW78
        Visteon Corp
        92839U206
        
          
        
        27047.00000000
        NS
        USD
        2951639.11000000
        0.470158567932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Triumph Group Inc
        5493007L6S47Q14SL582
        Triumph Group Inc
        896818101
        
          
        
        331276.00000000
        NS
        USD
        8374657.28000000
        1.333976386323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Oilfield Services Inc
        N/A
        Liberty Oilfield Services Inc
        53115L104
        
          
        
        278126.00000000
        NS
        USD
        4121827.32000000
        0.656554666005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shoals Technologies Group Inc
        N/A
        Shoals Technologies Group Inc
        82489W107
        
          
        
        140697.00000000
        NS
        USD
        2397476.88000000
        0.381887573156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valmont Industries Inc
        5493009ZGZJJ8F77JN08
        Valmont Industries Inc
        920253101
        
          
        
        2700.00000000
        NS
        USD
        644220.00000000
        0.102616052080
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McGrath RentCorp
        254900EUH6IPWFQ83445
        McGrath RentCorp
        580589109
        
          
        
        44441.00000000
        NS
        USD
        3776596.18000000
        0.601563736444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chart Industries Inc
        EM7QGKC1GYOF3LSZSL80
        Chart Industries Inc
        16115Q308
        
          
        
        5159.00000000
        NS
        USD
        886161.43000000
        0.141154244593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Steven Madden Ltd
        549300Z9GZ7GYJWSGF43
        Steven Madden Ltd
        556269108
        
          
        
        115954.00000000
        NS
        USD
        4480462.56000000
        0.713680698208
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        StepStone Group Inc
        N/A
        StepStone Group Inc
        85914M107
        
          
        
        55250.00000000
        NS
        USD
        1826565.00000000
        0.290948572176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        C4 Therapeutics Inc
        N/A
        C4 Therapeutics Inc
        12529R107
        
          
        
        41400.00000000
        NS
        USD
        1004364.00000000
        0.159982410560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Corp
        549300C5K3W8THR3GE10
        Independent Bank Corp
        453836108
        
          
        
        64079.00000000
        NS
        USD
        5234613.51000000
        0.833807352396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Myers Industries Inc
        549300I2H9XMVTCW4Q51
        Myers Industries Inc
        628464109
        
          
        
        138994.00000000
        NS
        USD
        3002270.40000000
        0.478223488443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProAssurance Corp
        54930015E5J57R675E89
        ProAssurance Corp
        74267C106
        
          
        
        119185.00000000
        NS
        USD
        3203692.80000000
        0.510307514844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co
        759509102
        
          
        
        21527.00000000
        NS
        USD
        3946975.45000000
        0.628702987078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FTI Consulting Inc
        549300K17GM8EQD0FQ48
        FTI Consulting Inc
        302941109
        
          
        
        11857.00000000
        NS
        USD
        1864157.54000000
        0.296936585654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Monro Inc
        N/A
        Monro Inc
        610236101
        
          
        
        52817.00000000
        NS
        USD
        2341905.78000000
        0.373035803742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xencor Inc
        549300V5IF65437JKG30
        Xencor Inc
        98401F105
        
          
        
        53496.00000000
        NS
        USD
        1427273.28000000
        0.227346479825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Onto Innovation Inc
        254900RXZVN73CHOO062
        Onto Innovation Inc
        683344105
        
          
        
        26140.00000000
        NS
        USD
        2271304.60000000
        0.361789933754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Element Solutions Inc
        549300FLGN6P5CU20J91
        Element Solutions Inc
        28618M106
        
          
        
        200700.00000000
        NS
        USD
        4395330.00000000
        0.700120164212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PAR Technology Corp
        549300HYPTHBJQINVG57
        PAR Technology Corp
        698884103
        
          
        
        30659.00000000
        NS
        USD
        1236784.06000000
        0.197003969936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BellRing Brands Inc
        549300S3BOK5CMTS8054
        BellRing Brands Inc
        07831C103
        
          
        
        41004.00000000
        NS
        USD
        946372.32000000
        0.150745073540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        307660.13000000
        NS
        USD
        307660.13000000
        0.049006345538
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Timken Co/The
        B0I35MLPFXZSE70ASS73
        Timken Co/The
        887389104
        
          
        
        35780.00000000
        NS
        USD
        2171846.00000000
        0.345947443801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zentalis Pharmaceuticals Inc
        N/A
        Zentalis Pharmaceuticals Inc
        98943L107
        
          
        
        24700.00000000
        NS
        USD
        1139658.00000000
        0.181533023938
        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



Small Cap Value Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Communication Services (2.2%)

 

Advantage Solutions, Inc. *

     245,014        1,563  

Boston Omaha Corp. *

     109,275        2,772  

Cable One, Inc.

     3,382        4,952  

Integral Ad Science Holding Corp. *

     65,946        910  

NerdWallet, Inc. *

     68,419        821  

Scholastic Corp.

     69,520        2,800  
     

 

 

 

Total

        13,818  
     

 

 

 

Consumer Discretionary (7.6%)

 

  

BJ’s Restaurants, Inc. *

     69,353        1,963  

Cavco Industries, Inc. *

     22,358        5,385  

Dorman Products, Inc. *

     34,024        3,233  

Hibbett, Inc.

     27,616        1,224  

LCI Industries

     25,422        2,639  

LL Flooring Holdings, Inc. *

     150,231        2,106  

Marriott Vacations Worldwide Corp.

     25,547        4,029  

Meritage Homes Corp. *

     33,552        2,658  

Monro, Inc.

     52,817        2,342  

On Holding AG *

     10,554        266  

Papa John’s International, Inc.

     35,352        3,722  

Petco Health & Wellness Co., Inc. *

     102,683        2,010  

Pool Corp.

     3,556        1,504  

Red Robin Gourmet Burgers, Inc. *

     70,895        1,195  

Rent the Runway, Inc. *

     19,915        137  

Steven Madden, Ltd.

     115,954        4,480  

Strategic Education, Inc.

     75,354        5,002  

Sweetgreen, Inc. *

     16,561        530  

Visteon Corp. *

     27,047        2,952  

Xometry, Inc. *

     6,139        226  
     

 

 

 

Total

        47,603  
     

 

 

 

Consumer Staples (2.9%)

 

  

BellRing Brands, Inc. *

     41,004        946  

Coca-Cola Consolidated, Inc.

     8,771        4,358  

Grocery Outlet Holding Corp. *

     68,755        2,254  

Nomad Foods, Ltd. *

     233,894        5,281  

Post Holdings, Inc. *

     32,343        2,240  

The Simply Good Foods Co. *

     79,036        3,000  
     

 

 

 

Total

        18,079  
     

 

 

 

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Energy (8.7%)

 

Cactus, Inc.

     138,502        7,859  

ChampionX Corp. *

     293,440        7,183  

Devon Energy Corp.

     198,220        11,721  

International Seaways, Inc.

     99,072        1,787  

Liberty Oilfield Services, Inc. *

     278,126        4,122  

Magnolia Oil & Gas Corp.

     335,690        7,939  

Matador Resources Co.

     221,769        11,749  

REX American Resources Corp. *

     21,678        2,159  
     

 

 

 

Total

 

     54,519  
     

 

 

 

Financials (25.3%)

 

BankUnited, Inc.

     169,670        7,459  

BRP Group, Inc. *

     187,850        5,040  

Columbia Banking System, Inc.

     114,649        3,700  

CrossFirst Bankshares, Inc. *

     160,925        2,536  

Eastern Bankshares, Inc.

     135,343        2,915  

FB Financial Corp.

     117,947        5,239  

Glacier Bancorp, Inc.

     85,178        4,283  

Green Dot Corp. - Class A *

     67,755        1,862  

Hannon Armstrong Sustainable Infrastructure Capital, Inc.

     122,314        5,801  

HarborOne Bancorp, Inc.

     267,555        3,751  

Hercules Capital, Inc.

     138,945        2,511  

Home BancShares, Inc.

     321,749        7,271  

Houlihan Lokey, Inc.

     60,274        5,292  

Independent Bank Corp.

     64,079        5,235  

James River Group Holdings, Ltd.

     111,817        2,766  

Live Oak Bancshares, Inc.

     116,338        5,920  

National Bank Holding Corp. - Class A

     108,417        4,367  

Origin Bancorp, Inc.

     90,930        3,845  

Palomar Holdings, Inc. *

     40,676        2,603  

PCSB Financial Corp.

     77,169        1,475  

PennyMac Financial Services, Inc.

     53,408        2,841  

PennyMac Mortgage Investment Trust

     175,963        2,972  

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Financials continued

 

Pinnacle Financial Partners, Inc.

     96,244        8,862  

Popular, Inc.

     64,965        5,310  

PRA Group, Inc. *

     34,538        1,557  

ProAssurance Corp.

     119,185        3,204  

PROG Holdings, Inc. *

     100,617        2,895  

Radian Group, Inc.

     204,856        4,550  

Ryan Specialty Group Holdings, Inc. *

     67,839        2,631  

Southern First Bancshares, Inc. *

     65,527        3,331  

StepStone Group, Inc.

     55,250        1,827  

Towne Bank

     165,253        4,948  

Veritex Holdings, Inc.

     25,697        981  

Virtus Investment Partners, Inc.

     20,542        4,930  

Walker & Dunlop, Inc.

     30,363        3,930  

Webster Financial Corp.

     82,772        4,645  

Western Alliance Bancorp

     103,402        8,564  

WSFS Financial Corp.

     149,219        6,957  
     

 

 

 

Total

        158,806  
     

 

 

 

Health Care (9.1%)

     

Agiliti, Inc. *

     139,793        2,950  

Apellis Pharmaceuticals, Inc. *

     37,347        1,897  

Arvinas, Inc. *

     25,911        1,744  

Atrion Corp.

     7,359        5,247  

Blueprint Medicines Corp. *

     22,450        1,434  

C4 Therapeutics, Inc. *

     41,400        1,004  

Ensign Group, Inc.

     41,807        3,763  

Fate Therapeutics, Inc. *

     33,500        1,299  

FIGS, Inc. *

     95,387        2,053  

Insmed, Inc. *

     96,810        2,275  

Ionis Pharmaceuticals, Inc. *

     42,500        1,574  

Karuna Therapeutics, Inc. *

     13,763        1,745  

Kymera Therapeutics, Inc. *

     29,038        1,229  

Molina Healthcare, Inc. *

     4,505        1,503  

Option Care Health, Inc. *

     211,048        6,027  

Ortho Clinical Diagnostics Holdings PLC *

     136,423        2,546  

Pacific Biosciences of California, Inc. *

     75,700        689  
 


Small Cap Value Portfolio

 

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Health Care continued

 

The Pennant Group, Inc. *

     76,204        1,420  

Phreesia, Inc. *

     77,908        2,054  

Prothena Corp. PLC *

     35,400        1,294  

Quidel Corp. *

     11,353        1,277  

Replimune Group, Inc. *

     67,010        1,138  

Select Medical Holdings Corp.

     225,413        5,408  

Turning Point Therapeutics, Inc. *

     31,100        835  

Ultragenyx Pharmaceutical, Inc. *

     25,785        1,872  

Xencor, Inc. *

     53,496        1,427  

Zentalis Pharmaceuticals, Inc. *

     24,700        1,140  
     

 

 

 

Total

        56,844  
     

 

 

 

Industrials (15.0%)

     

ABM Industries, Inc.

     33,030        1,521  

Alamo Group, Inc.

     14,775        2,124  

Allegiant Travel Co. *

     10,590        1,720  

Ameresco, Inc. *

     19,667        1,564  

Aris Water Solutions, Inc.

     106,287        1,934  

Beacon Roofing Supply, Inc. *

     104,558        6,198  

Blue Bird Corp. *

     77,902        1,466  

Brady Corp. - Class A

     64,174        2,969  

Chart Industries, Inc. *

     5,159        886  

CIRCOR International, Inc. *

     102,039        2,716  

Enerpac Tool Group Corp.

     105,730        2,314  

ESCO Technologies, Inc.

     48,535        3,394  

FTI Consulting, Inc. *

     11,857        1,864  

Helios Technologies, Inc.

     71,625        5,748  

Herc Holdings, Inc.

     8,400        1,404  

JELD-WEN Holding, Inc. *

     92,210        1,870  

Landstar System, Inc.

     29,032        4,379  

Matson, Inc.

     23,066        2,782  

McGrath RentCorp

     44,441        3,777  

MSA Safety, Inc.

     19,592        2,600  

Parsons Corp. *

     57,441        2,223  

Regal Rexnord Corp.

     22,730        3,382  

Shoals Technologies Group, Inc. *

     140,697        2,397  

SPX Corp. *

     58,266        2,879  

Stericycle, Inc. *

     66,008        3,889  

The Timken Co.

     35,780        2,172  

Triumph Group, Inc. *

     331,276        8,375  

UFP Industries, Inc.

     107,856        8,322  

Univar Solutions, Inc. *

     138,045        4,437  

Valmont Industries, Inc.

     2,700        644  

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Industrials continued

 

Zurn Water Solutions Corp.

     62,900        2,227  
     

 

 

 

Total

        94,177  
     

 

 

 

Information Technology (6.7%)

 

Belden, Inc.

     136,462        7,560  

Ceridian HCM Holding, Inc. *

     42,767        2,924  

Clearwater Analytics Holdings, Inc. *

     34,565        726  

Entegris, Inc.

     28,088        3,687  

Harmonic, Inc. *

     665,802        6,185  

Littelfuse, Inc.

     33,787        8,427  

MaxLinear, Inc. - Class A *

     62,643        3,655  

nCino, Inc. *

     37,716        1,546  

Onto Innovation, Inc. *

     26,140        2,271  

PAR Technology Corp. *

     30,659        1,237  

Payoneer Global, Inc. *

     357,500        1,594  

Workiva, Inc. *

     17,369        2,049  
     

 

 

 

Total

        41,861  
     

 

 

 

Materials (4.8%)

 

Carpenter Technology Corp.

     89,496        3,757  

Clearwater Paper Corp. *

     106,441        2,984  

Constellium SE *

     330,957        5,957  

Element Solutions, Inc.

     200,700        4,395  

Myers Industries, Inc.

     140,145        3,027  

Orion Engineered Carbons SA

     200,858        3,208  

Quaker Chemical Corp.

     18,512        3,199  

Reliance Steel & Aluminum Co.

     21,527        3,947  
     

 

 

 

Total

        30,474  
     

 

 

 

Real Estate (10.5%)

 

American Campus Communities, Inc.

     63,061        3,529  

Apple Hospitality REIT, Inc.

     300,158        5,394  

EastGroup Properties, Inc.

     31,857        6,476  

Essential Properties Realty Trust, Inc.

     111,707        2,826  

eXp World Holdings, Inc.

     38,100        807  

JBG SMITH Properties

     163,099        4,766  

NexPoint Residential Trust, Inc.

     12,700        1,147  

Opendoor Technologies, Inc. *

     232,800        2,014  

PotlatchDeltic Corp.

     91,628        4,831  

PS Business Parks, Inc.

     27,169        4,567  

Common Stocks

(98.0%)

   Shares/
Par +
    

Value

$ (000’s)

 

Real Estate continued

 

Safehold, Inc.

     54,942        3,046  

Saul Centers, Inc.

     98,113        5,170  

The St. Joe Co.

     135,578        8,032  

Terreno Realty Corp.

     100,618        7,451  

Tricon Residential, Inc.

     118,809        1,887  

Washington Real Estate Investment Trust

     159,130        4,058  
     

 

 

 

Total

 

     66,001  
     

 

 

 

Utilities (5.2%)

 

California Water Service Group

     72,610        4,304  

Chesapeake Utilities Corp.

     65,781        9,062  

IDACORP, Inc.

     67,188        7,751  

MGE Energy, Inc.

     73,921        5,898  

NorthWestern Corp.

     98,098        5,934  
     

 

 

 

Total

 

     32,949  
     

 

 

 

Total Common Stocks
(Cost: $435,185)

 

     615,131  
     

 

 

 
Warrants (0.0%)                

Communication Services (0.0%)

 

Advantage Solutions, Inc. *

     19,088        18  
     

 

 

 

Total

 

     18  
     

 

 

 

Total Warrants (Cost: $25)

 

     18  
     

 

 

 
Short-Term
Investments (2.1%)
         

Money Market Funds (2.1%)

 

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

     12,935,386        12,935  
     

 

 

 

Total

 

     12,935  
     

 

 

 

Total Short-Term Investments
(Cost: $12,935)

 

     12,935  
     

 

 

 

Total Investments (100.1%)
(Cost: $448,145)@

 

     628,084  
     

 

 

 

Other Assets, Less
Liabilities (-0.1%)

 

     (348)  
     

 

 

 

Net Assets (100.0%)

 

     627,736  
     

 

 

 
 


Small Cap Value Portfolio

 

 

+

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

 

*

Non income producing

 

#

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 $448,145 and the net unrealized appreciation of investments based on that cost was $179,939 which is comprised of $207,864 aggregate gross unrealized appreciation and $27,925 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio’s most recent annual report.

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

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

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

Level 3 - fair value is determined by significant unobservable inputs

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

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

 

            Valuation Inputs       
  

 

 

 

Description            Level 1 - Quoted
Prices
     Level 2 - Other
Significant
Observable Inputs
    

Level 3    

- Significant    

Unobservable    

Inputs    

         

(Amounts in thousands)

 

Assets:

       

Common Stocks

        $ 615,131        $        $  

Short-Term Investments

          12,935                    

Warrants

          18                    
       

 

 

 

Total Assets:

        $ 628,084        $        $  
       

 

 

 


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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