Form NPORT-P Voya INVESTORS TRUST For: Mar 31

May 26, 2022 2:37 PM EDT

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    NPORT-P
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      Voya Investors Trust
      811-05629
      0000837276
      549300LPMGZECCP9KQ67
      7337 East Doubletree Ranch Road
      Suite 100
      Scottsdale
      
      85258
      1-800-366-0066
      VY(R) JPMORGAN SMALL CAP CORE EQUITY PORTFOLIO
      S000005624
      549300Q1O51H7T7EBP28
      2022-12-31
      2022-03-31
      N
    
    
      652312300.13
      21482891.41
      630829408.72
      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
      442500.00000000
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624107
        
          
          
        
        10500.00000000
        NS
        USD
        683130.00000000
        0.108290766181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Plains Inc
        VJ5WLTHARBSDR14KIZ98
        Green Plains Inc
        393222104
        
          
          
        
        13200.00000000
        NS
        USD
        409332.00000000
        0.064887906990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Four Corners Property Trust In
        549300SVTPZPBDVNER42
        Four Corners Property Trust Inc
        35086T109
        
          
          
        
        17300.00000000
        NS
        USD
        467792.00000000
        0.074155071645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritage Homes Corp
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001A102
        
          
          
        
        4300.00000000
        NS
        USD
        340689.00000000
        0.054006518290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alaska Air Group Inc
        529900G48RT4KWLC6C27
        Alaska Air Group Inc
        011659109
        
          
          
        
        51517.00000000
        NS
        USD
        2988501.17000000
        0.473741573980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Community Bankshares Inc
        N/A
        First Community Bankshares Inc
        31983A103
        
          
          
        
        2300.00000000
        NS
        USD
        64883.00000000
        0.010285348004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ODP Corp/The
        N/A
        ODP Corp/The
        88337F105
        
          
          
        
        4796.00000000
        NS
        USD
        219800.68000000
        0.034843125092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LHC Group Inc
        5299009NPLWAMRQYZX73
        LHC Group Inc
        50187A107
        
          
          
        
        1700.00000000
        NS
        USD
        286620.00000000
        0.045435421373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527205
        
          
          
        
        39300.00000000
        NS
        USD
        1602654.00000000
        0.254055054797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Webster Financial Corp
        KMRURHT0VWKYS6Z5KU67
        Webster Financial Corp
        947890109
        
          
          
        
        7408.00000000
        NS
        USD
        415736.96000000
        0.065903230612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Durect Corp
        549300EW9IYW3V3QPJ86
        Durect Corp
        266605104
        
          
          
        
        535900.00000000
        NS
        USD
        358999.41000000
        0.056909111249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        Tetra Tech Inc
        88162G103
        
          
          
        
        4600.00000000
        NS
        USD
        758724.00000000
        0.120274037562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HELEN OF TROY LTD
        N/A
        HELEN OF TROY LTD
        000000000
        
          
          
        
        2300.00000000
        NS
        USD
        450432.00000000
        0.071403139069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDT Corp
        549300JNTN7ZMJDFCL56
        IDT Corp
        448947507
        
          
          
        
        41700.00000000
        NS
        USD
        1421553.00000000
        0.225346659548
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Energy Industries Inc
        549300756XI3QLFT2U27
        Advanced Energy Industries Inc
        007973100
        
          
          
        
        8900.00000000
        NS
        USD
        766112.00000000
        0.121445194122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dillard's Inc
        529900FGYKMWL6019P91
        Dillard's Inc
        254067101
        
          
          
        
        6500.00000000
        NS
        USD
        1744535.00000000
        0.276546238315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Badger Meter Inc
        5493002JENE20OGTUG20
        Badger Meter Inc
        056525108
        
          
          
        
        24780.00000000
        NS
        USD
        2470813.80000000
        0.391677015346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hecla Mining Co
        5493009Y6HOBZD1QD537
        Hecla Mining Co
        422704106
        
          
          
        
        17100.00000000
        NS
        USD
        112347.00000000
        0.017809410665
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molecular Templates Inc
        529900VZKP6N0B8U5F61
        Molecular Templates Inc
        608550109
        
          
          
        
        44267.00000000
        NS
        USD
        152721.15000000
        0.024209579941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REVOLUTION Medicines Inc
        549300JU3X0LBCQ65892
        REVOLUTION Medicines Inc
        76155X100
        
          
          
        
        25200.00000000
        NS
        USD
        642852.00000000
        0.101905838744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primo Water Corp
        5493005TMUI9D3MY9I37
        Primo Water Corp
        74167P108
        
          
          
        
        227719.00000000
        NS
        USD
        3244995.75000000
        0.514401469738
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primoris Services Corp
        549300UF3OLBJ8D5K349
        Primoris Services Corp
        74164F103
        
          
          
        
        22500.00000000
        NS
        USD
        535950.00000000
        0.084959577437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rambus Inc
        2549000211GDCQSLV833
        Rambus Inc
        750917106
        
          
          
        
        7200.00000000
        NS
        USD
        229608.00000000
        0.036397795794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Equity Investment Lif
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676206
        
          
          
        
        9317.00000000
        NS
        USD
        371841.47000000
        0.058944853372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TCR2 Therapeutics Inc
        5493007TR1ORJAZ8YK34
        TCR2 Therapeutics Inc
        87808K106
        
          
          
        
        8000.00000000
        NS
        USD
        22080.00000000
        0.003500153875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IAA Inc
        549300PZCOPC5178W747
        IAA Inc
        449253103
        
          
          
        
        86647.00000000
        NS
        USD
        3314247.75000000
        0.525379398009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REDWOOD TRUST INC
        DRBV4N1ERQLEMIF11G78
        REDWOOD TRUST INC
        758075402
        
          
          
        
        29600.00000000
        NS
        USD
        311688.00000000
        0.049409237377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xencor Inc
        549300V5IF65437JKG30
        Xencor Inc
        98401F105
        
          
          
        
        60900.00000000
        NS
        USD
        1624812.00000000
        0.257567573347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great Lakes Dredge & Dock Corp
        549300H65E3MZ1CX0P05
        Great Lakes Dredge & Dock Corp
        390607109
        
          
          
        
        48500.00000000
        NS
        USD
        680455.00000000
        0.107866721271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOUTHWEST GAS HOLDINGS INC
        N/A
        SOUTHWEST GAS HOLDINGS INC
        844895102
        
          
          
        
        8700.00000000
        NS
        USD
        681123.00000000
        0.107972613607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinsale Capital Group Inc
        529900QTUQHNZ6HOA508
        Kinsale Capital Group Inc
        49714P108
        
          
          
        
        21462.00000000
        NS
        USD
        4893765.24000000
        0.775766819421
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SMART Global Holdings Inc
        529900RDGHQY8XKXPN14
        SMART Global Holdings Inc
        000000000
        
          
          
        
        38200.00000000
        NS
        USD
        986706.00000000
        0.156414077460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diversey Holdings Ltd
        N/A
        Diversey Holdings Ltd
        000000000
        
          
          
        
        142678.00000000
        NS
        USD
        1080072.46000000
        0.171214665180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404L201
        
          
          
        
        74500.00000000
        NS
        USD
        2127720.00000000
        0.337289284644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beam Therapeutics Inc
        N/A
        Beam Therapeutics Inc
        07373V105
        
          
          
        
        11500.00000000
        NS
        USD
        658950.00000000
        0.104457717235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        Syneos Health Inc
        87166B102
        
          
          
        
        50752.00000000
        NS
        USD
        4108374.40000000
        0.651265515400
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunstone Hotel Investors Inc
        529900ZQ2V52V96ATF67
        Sunstone Hotel Investors Inc
        867892101
        
          
          
        
        11403.00000000
        NS
        USD
        134327.34000000
        0.021293766292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SmartFinancial Inc
        N/A
        SmartFinancial Inc
        83190L208
        
          
          
        
        7200.00000000
        NS
        USD
        184176.00000000
        0.029195848743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Healthcare Trust Inc
        549300FATSRCMKOV9536
        Community Healthcare Trust Inc
        20369C106
        
          
          
        
        2600.00000000
        NS
        USD
        109746.00000000
        0.017397096343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carter's Inc
        5299003WAQK4R3L3ZU36
        Carter's Inc
        146229109
        
          
          
        
        25033.00000000
        NS
        USD
        2302785.67000000
        0.365040950559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barrett Business Services Inc
        529900HXB6TMG0SR9Y34
        Barrett Business Services Inc
        068463108
        
          
          
        
        16100.00000000
        NS
        USD
        1247267.00000000
        0.197718588061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PORTLAND GENERAL ELECTRIC CO
        GJOUP9M7C39GLSK9R870
        PORTLAND GENERAL ELECTRIC CO
        736508847
        
          
          
        
        89625.00000000
        NS
        USD
        4942818.75000000
        0.783542853531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Analytics Holdings
        N/A
        Clearwater Analytics Holdings Inc
        185123106
        
          
          
        
        99103.00000000
        NS
        USD
        2081163.00000000
        0.329909000948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Fabrinet
        5493004TETZ6IYF7CV44
        Fabrinet
        000000000
        
          
          
        
        10700.00000000
        NS
        USD
        1124891.00000000
        0.178319365655
        Long
        EC
        CORP
        TH
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcoa Corp
        549300T12EZ1F6PWWU29
        Alcoa Corp
        013872106
        
          
          
        
        10300.00000000
        NS
        USD
        927309.00000000
        0.146998378195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fluent Inc
        549300P3G8O165ICY429
        Fluent Inc
        34380C102
        
          
          
        
        43300.00000000
        NS
        USD
        90064.00000000
        0.014277076933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Decibel Therapeutics Inc
        N/A
        Decibel Therapeutics Inc
        24343R106
        
          
          
        
        30926.00000000
        NS
        USD
        94015.04000000
        0.014903401569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Dine Brands Global Inc
        529900HKM8OWSHLKJY75
        Dine Brands Global Inc
        254423106
        
          
          
        
        6900.00000000
        NS
        USD
        537855.00000000
        0.085261560822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brink's Co/The
        XFP140TFNOQMIVFTVQ13
        Brink's Co/The
        109696104
        
          
          
        
        5900.00000000
        NS
        USD
        401200.00000000
        0.063598810463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DECKERS OUTDOOR CORP
        5493008LG4W3I6K8J118
        DECKERS OUTDOOR CORP
        243537107
        
          
          
        
        7450.00000000
        NS
        USD
        2039586.50000000
        0.323318233393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Physicians Realty Trust
        549300ITOVH0OY7PZC34
        Physicians Realty Trust
        71943U104
        
          
          
        
        17300.00000000
        NS
        USD
        303442.00000000
        0.048102069403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty TripAdvisor Holdings I
        5299006PCRAU736ZJ155
        Liberty TripAdvisor Holdings Inc
        531465102
        
          
          
        
        569300.00000000
        NS
        USD
        1167065.00000000
        0.185004849784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adagio Therapeutics Inc
        N/A
        Adagio Therapeutics Inc
        00534A102
        
          
          
        
        67700.00000000
        NS
        USD
        308712.00000000
        0.048937477507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C204
        
          
          
        
        51100.00000000
        NS
        USD
        1865661.00000000
        0.295747308893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Workiva Inc
        529900RTOQ8GRWHY1O58
        Workiva Inc
        98139A105
        
          
          
        
        800.00000000
        NS
        USD
        94400.00000000
        0.014964425991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackbaud Inc
        54930056X3HKFMNG3754
        Blackbaud Inc
        09227Q100
        
          
          
        
        6500.00000000
        NS
        USD
        389155.00000000
        0.061689419456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HEALTHEQUITY INC
        529900LRJU1RAFQHM467
        HEALTHEQUITY INC
        42226A107
        
          
          
        
        61926.00000000
        NS
        USD
        4176289.44000000
        0.662031506817
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions Inc
        N/A
        Consensus Cloud Solutions Inc
        20848V105
        
          
          
        
        3766.00000000
        NS
        USD
        226449.58000000
        0.035897118439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Via Renewables Inc
        549300U656GZMTWR1T03
        Via Renewables Inc
        92556D106
        
          
          
        
        67800.00000000
        NS
        USD
        558672.00000000
        0.088561502091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        G-III Apparel Group Ltd
        529900O5KABM3R3SFM87
        G-III Apparel Group Ltd
        36237H101
        
          
          
        
        4500.00000000
        NS
        USD
        121725.00000000
        0.019296024934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Industrial Technologie
        549300NU173IJRC6PO38
        Applied Industrial Technologies Inc
        03820C105
        
          
          
        
        34570.00000000
        NS
        USD
        3548956.20000000
        0.562585724594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779103
        
          
          
        
        25600.00000000
        NS
        USD
        912896.00000000
        0.144713608367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natus Medical Inc
        549300ZW3JLSJGT2D838
        Natus Medical Inc
        639050103
        
          
          
        
        13400.00000000
        NS
        USD
        352152.00000000
        0.055823649806
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realogy Holdings Corp
        5493004HBTOTE9DI9P12
        Realogy Holdings Corp
        75605Y106
        
          
          
        
        15000.00000000
        NS
        USD
        235200.00000000
        0.037284247809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITED COMMUNITY BANKS INC/GA
        549300GVW0FV66X3U703
        UNITED COMMUNITY BANKS/GA
        90984P303
        
          
          
        
        11000.00000000
        NS
        USD
        382800.00000000
        0.060682015566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allogene Therapeutics Inc
        N/A
        Allogene Therapeutics Inc
        019770106
        
          
          
        
        16400.00000000
        NS
        USD
        149404.00000000
        0.023683740474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cinemark Holdings Inc
        549300LL2QMPTYIE0K55
        Cinemark Holdings Inc
        17243V102
        
          
          
        
        29300.00000000
        NS
        USD
        506304.00000000
        0.080260050181
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sailpoint Technologies Holding
        529900809B15HNZH5H79
        Sailpoint Technologies Holdings Inc
        78781P105
        
          
          
        
        9000.00000000
        NS
        USD
        460620.00000000
        0.073018155722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fate Therapeutics Inc
        549300L14Q4UHOODLA90
        Fate Therapeutics Inc
        31189P102
        
          
          
        
        42800.00000000
        NS
        USD
        1659356.00000000
        0.263043538722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delek US Holdings Inc
        5493003O53JMENV1N385
        Delek US Holdings Inc
        24665A103
        
          
          
        
        6920.00000000
        NS
        USD
        146842.40000000
        0.023277671898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cerence Inc
        5493002WL2W5WMS89568
        Cerence Inc
        156727109
        
          
          
        
        23058.00000000
        NS
        USD
        832393.80000000
        0.131952281947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banc of California Inc
        549300ZKWUJDP6LJ1X87
        Banc of California Inc
        05990K106
        
          
          
        
        14400.00000000
        NS
        USD
        278784.00000000
        0.044193247199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alector Inc
        549300Z8RQOIY1JMHC25
        Alector Inc
        014442107
        
          
          
        
        16800.00000000
        NS
        USD
        239400.00000000
        0.037950037948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envestnet Inc
        549300HLWZ5OKIDM8737
        Envestnet Inc
        29404K106
        
          
          
        
        42128.00000000
        NS
        USD
        3136008.32000000
        0.497124623020
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Advantage Corp
        N/A
        First Advantage Corp
        31846B108
        
          
          
        
        133825.00000000
        NS
        USD
        2701926.75000000
        0.428313378014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PTC Therapeutics Inc
        549300UJLWOIWFDGB318
        PTC Therapeutics Inc
        69366J200
        
          
          
        
        12900.00000000
        NS
        USD
        481299.00000000
        0.076296221030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLUEPRINT MEDICINES CORP
        5299004CC60O9T5HVM83
        BLUEPRINT MEDICINES CORP
        09627Y109
        
          
          
        
        7300.00000000
        NS
        USD
        466324.00000000
        0.073922362140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDF Solutions Inc
        549300GMSP6MROFBI160
        PDF Solutions Inc
        693282105
        
          
          
        
        9000.00000000
        NS
        USD
        250830.00000000
        0.039761938256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SELECTIVE INSURANCE GROUP INC
        549300R3WGJWLE40R258
        SELECTIVE INSURANCE GROUP
        816300107
        
          
          
        
        6500.00000000
        NS
        USD
        580840.00000000
        0.092075605856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454L100
        
          
          
        
        11500.00000000
        NS
        USD
        447925.00000000
        0.071005725764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Outfront Media Inc
        549300RZWDYU5722I639
        Outfront Media Inc
        69007J106
        
          
          
        
        97540.00000000
        NS
        USD
        2773062.20000000
        0.439589873532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PMV Pharmaceuticals Inc
        N/A
        PMV Pharmaceuticals Inc
        69353Y103
        
          
          
        
        45600.00000000
        NS
        USD
        949392.00000000
        0.150499007636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        ChampionX Corp
        15872M104
        
          
          
        
        31900.00000000
        NS
        USD
        780912.00000000
        0.123791311756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kelly Services Inc
        N/A
        Kelly Services Inc
        488152208
        
          
          
        
        6900.00000000
        NS
        USD
        149661.00000000
        0.023724480490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Azenta Inc
        35ZN6X1ANPH25YN32Y17
        Azenta Inc
        114340102
        
          
          
        
        15417.00000000
        NS
        USD
        1277760.96000000
        0.202552535176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        Ovintiv Inc
        69047Q102
        
          
          
        
        88300.00000000
        NS
        USD
        4774381.00000000
        0.756841855183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newpark Resources Inc
        54930073OHWDQW4DJN26
        Newpark Resources Inc
        651718504
        
          
          
        
        50600.00000000
        NS
        USD
        185196.00000000
        0.029357540634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zuora Inc
        549300ISVGC1YZWQJ420
        Zuora Inc
        98983V106
        
          
          
        
        70900.00000000
        NS
        USD
        1062082.00000000
        0.168362791163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cutera Inc
        529900NPKPEWJWR21Z42
        Cutera Inc
        232109108
        
          
          
        
        30200.00000000
        NS
        USD
        2083800.00000000
        0.330327022043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BrightSpire Capital Inc
        549300BOIFLLMVU37752
        BrightSpire Capital Inc
        10949T109
        
          
          
        
        6900.00000000
        NS
        USD
        63825.00000000
        0.010117632297
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Leslie's Inc
        N/A
        Leslie's Inc
        527064109
        
          
          
        
        107929.00000000
        NS
        USD
        2089505.44000000
        0.331231456732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hub Group Inc
        N/A
        Hub Group Inc
        443320106
        
          
          
        
        20200.00000000
        NS
        USD
        1559642.00000000
        0.247236729683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piper Sandler Cos
        QUQDBTUSOAKFEVMRMF78
        Piper Sandler Cos
        724078100
        
          
          
        
        3300.00000000
        NS
        USD
        433125.00000000
        0.068659608130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Great Southern Bancorp Inc
        5493000ZL7DLNMN1AB26
        Great Southern Bancorp Inc
        390905107
        
          
          
        
        3900.00000000
        NS
        USD
        230139.00000000
        0.036481970691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Byline Bancorp Inc
        549300W7ODP4YL2H4823
        Byline Bancorp Inc
        124411109
        
          
          
        
        4600.00000000
        NS
        USD
        122728.00000000
        0.019455021960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of NT Butterfield & Son L
        549300V8RVM0EMTDPF28
        Bank of NT Butterfield & Son Ltd/The
        000000000
        
          
          
        
        29300.00000000
        NS
        USD
        1051284.00000000
        0.166651076419
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Financial Group Inc
        5493004X52BH1NBLW813
        Meta Financial Group Inc
        59100U108
        
          
          
        
        6100.00000000
        NS
        USD
        335012.00000000
        0.053106591951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
          
        
        17400.00000000
        NS
        USD
        1398612.00000000
        0.221710018693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perficient Inc
        549300HTBXKL2755T650
        Perficient Inc
        71375U101
        
          
          
        
        7800.00000000
        NS
        USD
        858702.00000000
        0.136122696267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadstone Net Lease Inc
        549300U8D7PT70B49V21
        Broadstone Net Lease Inc
        11135E203
        
          
          
        
        12500.00000000
        NS
        USD
        272250.00000000
        0.043157467967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heska Corp
        529900O1OR2EB7L0HY27
        Heska Corp
        42805E306
        
          
          
        
        4500.00000000
        NS
        USD
        622260.00000000
        0.098641564803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xometry Inc
        5493006JFRGU7YRRXE44
        Xometry Inc
        98423F109
        
          
          
        
        22872.00000000
        NS
        USD
        840546.00000000
        0.133244580607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Green Dot Corp
        N/A
        Green Dot Corp
        39304D102
        
          
          
        
        13200.00000000
        NS
        USD
        362736.00000000
        0.057501440957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Bank/Hamilton NJ
        549300YS4CB1171BRJ08
        First Bank/Hamilton NJ
        31931U102
        
          
          
        
        3000.00000000
        NS
        USD
        42660.00000000
        0.006762525559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexander & Baldwin Inc
        N/A
        Alexander & Baldwin Inc
        014491104
        
          
          
        
        22000.00000000
        NS
        USD
        510180.00000000
        0.080874479367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ICU Medical Inc
        5493003NRW7LS2QZRH60
        ICU Medical Inc
        44930G107
        
          
          
        
        21661.00000000
        NS
        USD
        4822605.04000000
        0.764486400496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Resources Inc
        W47HVZ7Q6FXL86RELH91
        Arch Resources Inc
        03940R107
        
          
          
        
        7400.00000000
        NS
        USD
        1016612.00000000
        0.161154820296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries Inc
        624756102
        
          
          
        
        6900.00000000
        NS
        USD
        373773.00000000
        0.059251042331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HB Fuller Co
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        359694106
        
          
          
        
        14900.00000000
        NS
        USD
        984443.00000000
        0.156055343392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kura Oncology Inc
        5493005QORQTZCZYOP39
        Kura Oncology Inc
        50127T109
        
          
          
        
        2300.00000000
        NS
        USD
        36984.00000000
        0.005862757742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E103
        
          
          
        
        7700.00000000
        NS
        USD
        193193.00000000
        0.030625236764
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LCI Industries
        549300E1B98YNJ1WIQ04
        LCI Industries
        50189K103
        
          
          
        
        30046.00000000
        NS
        USD
        3119075.26000000
        0.494440369596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcBest Corp
        5493006S3KBNE8ZS3J23
        ArcBest Corp
        03937C105
        
          
          
        
        12200.00000000
        NS
        USD
        982100.00000000
        0.155683927607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938C108
        
          
          
        
        9400.00000000
        NS
        USD
        160176.00000000
        0.025391333661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asbury Automotive Group Inc
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436104
        
          
          
        
        4500.00000000
        NS
        USD
        720900.00000000
        0.114278121792
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Bank
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C103
        
          
          
        
        22200.00000000
        NS
        USD
        649572.00000000
        0.102971102967
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTEC Holdings Inc
        GTJS1N8S8I28A7L4WG97
        TTEC Holdings Inc
        89854H102
        
          
          
        
        18800.00000000
        NS
        USD
        1551376.00000000
        0.245926391280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sutro Biopharma Inc
        5493005U6P15VD25P851
        Sutro Biopharma Inc
        869367102
        
          
          
        
        3900.00000000
        NS
        USD
        32058.00000000
        0.005081881021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sabra Health Care REIT Inc
        549300E3BC7GU7TAZ621
        Sabra Health Care REIT Inc
        78573L106
        
          
          
        
        2000.00000000
        NS
        USD
        29780.00000000
        0.004720769131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capstar Financial Holdings Inc
        N/A
        Capstar Financial Holdings Inc
        14070T102
        
          
          
        
        16500.00000000
        NS
        USD
        347820.00000000
        0.055136934834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lincoln Electric Holdings Inc
        BIMGBY40SIN95O01BN93
        Lincoln Electric Holdings Inc
        533900106
        
          
          
        
        37918.00000000
        NS
        USD
        5225479.58000000
        0.828350661489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sera Prognostics Inc
        N/A
        Sera Prognostics Inc
        81749D107
        
          
          
        
        73500.00000000
        NS
        USD
        278565.00000000
        0.044158530998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Chatham Lodging Trust
        N/A
        Chatham Lodging Trust
        16208T102
        
          
          
        
        3800.00000000
        NS
        USD
        52402.00000000
        0.008306841639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexTier Oilfield Solutions Inc
        529900L27H2D4QT0IT24
        NexTier Oilfield Solutions Inc
        65290C105
        
          
          
        
        91900.00000000
        NS
        USD
        849156.00000000
        0.134609450393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic Bancorp Inc/KY
        N/A
        Republic Bancorp Inc/KY
        760281204
        
          
          
        
        1300.00000000
        NS
        USD
        58422.00000000
        0.009261140839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        Valvoline Inc
        92047W101
        
          
          
        
        86168.00000000
        NS
        USD
        2719462.08000000
        0.431093104159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        KORN/FERRY INTERNATIONAL
        500643200
        
          
          
        
        28500.00000000
        NS
        USD
        1850790.00000000
        0.293389936235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Medical Holdings Corp
        N/A
        Select Medical Holdings Corp
        81619Q105
        
          
          
        
        41700.00000000
        NS
        USD
        1000383.00000000
        0.158582175493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Y-mAbs Therapeutics Inc
        N/A
        Y-mAbs Therapeutics Inc
        984241109
        
          
          
        
        1400.00000000
        NS
        USD
        16632.00000000
        0.002636528952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Overstock.com Inc
        549300ACR0DL9U7EI710
        Overstock.com Inc
        690370101
        
          
          
        
        3500.00000000
        NS
        USD
        154017.50000000
        0.024415079238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kymera Therapeutics Inc
        N/A
        Kymera Therapeutics Inc
        501575104
        
          
          
        
        22300.00000000
        NS
        USD
        943736.00000000
        0.149602410248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MicroStrategy Inc
        549300WQTWEJUEHXQX21
        MicroStrategy Inc
        594972408
        
          
          
        
        375.00000000
        NS
        USD
        182370.00000000
        0.028909558983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SP Plus Corp
        0IDE18EMH1CUKQCUYE69
        SP Plus Corp
        78469C103
        
          
          
        
        15600.00000000
        NS
        USD
        489216.00000000
        0.077551235442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blucora Inc
        5299001IO03J69IP6L77
        Blucora Inc
        095229100
        
          
          
        
        27900.00000000
        NS
        USD
        545445.00000000
        0.086464738717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ModivCare Inc
        549300EFZIFW7F7I0Q28
        ModivCare Inc
        60783X104
        
          
          
        
        7100.00000000
        NS
        USD
        819269.00000000
        0.129871719465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Power Integrations Inc
        54930085LGXSCIHD5W31
        Power Integrations Inc
        739276103
        
          
          
        
        59996.00000000
        NS
        USD
        5560429.28000000
        0.881447377553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RADIUS HEALTH INC
        549300EV6I2M6E0YVT27
        RADIUS HEALTH INC
        750469207
        
          
          
        
        1800.00000000
        NS
        USD
        15894.00000000
        0.002519540113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sinclair Broadcast Group Inc
        529900879GWQV880PQ28
        Sinclair Broadcast Group Inc
        829226109
        
          
          
        
        17900.00000000
        NS
        USD
        501558.00000000
        0.079507707324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Definitive Healthcare Corp
        N/A
        Definitive Healthcare Corp
        24477E103
        
          
          
        
        62737.00000000
        NS
        USD
        1546467.05000000
        0.245148217350
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apogee Enterprises Inc
        549300579S7QW8V4IJ60
        Apogee Enterprises Inc
        037598109
        
          
          
        
        6500.00000000
        NS
        USD
        308490.00000000
        0.048902285742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips Edison & Co Inc
        549300JPN4YHYPXTJQ85
        Phillips Edison & Co Inc
        71844V201
        
          
          
        
        12000.00000000
        NS
        USD
        412680.00000000
        0.065418636844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        DigitalBridge Group Inc
        549300XG87L902AGBO89
        DigitalBridge Group Inc
        25401T108
        
          
          
        
        86100.00000000
        NS
        USD
        619920.00000000
        0.098270624582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avid Technology Inc
        549300PQGW3DXKJTQ914
        Avid Technology Inc
        05367P100
        
          
          
        
        17900.00000000
        NS
        USD
        624173.00000000
        0.098944816359
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Super Micro Computer Inc
        54930022CZO1N2UGVW07
        Super Micro Computer Inc
        86800U104
        
          
          
        
        67200.00000000
        NS
        USD
        2558304.00000000
        0.405546089740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REVANCE THERAPEUTICS INC
        549300N33TFDZHS81H11
        REVANCE THERAPEUTICS INC
        761330109
        
          
          
        
        77500.00000000
        NS
        USD
        1511250.00000000
        0.239565559105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vectrus Inc
        N/A
        Vectrus Inc
        92242T101
        
          
          
        
        1100.00000000
        NS
        USD
        39446.00000000
        0.006253037581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arvinas Inc
        N/A
        Arvinas Inc
        04335A105
        
          
          
        
        700.00000000
        NS
        USD
        47110.00000000
        0.007467946064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ziff Davis Inc
        5493008OJYGLHD7MXA18
        Ziff Davis Inc
        48123V102
        
          
          
        
        11500.00000000
        NS
        USD
        1112970.00000000
        0.176429631310
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TORO CO/THE
        YJKE4YIT6BWQHVEW0D14
        TORO CO
        891092108
        
          
          
        
        45333.00000000
        NS
        USD
        3875518.17000000
        0.614352805438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sierra Bancorp
        N/A
        Sierra Bancorp
        82620P102
        
          
          
        
        2000.00000000
        NS
        USD
        49960.00000000
        0.007919732230
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Campus Communities In
        529900MR3ZXRO3W6UX26
        American Campus Communities Inc
        024835100
        
          
          
        
        62535.00000000
        NS
        USD
        3500083.95000000
        0.554838424083
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Turning Point Therapeutics Inc
        N/A
        Turning Point Therapeutics Inc
        90041T108
        
          
          
        
        9700.00000000
        NS
        USD
        260445.00000000
        0.041286122111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PACWEST BANCORP
        549300YI8VMFO7G36V04
        PACWEST BANCORP
        695263103
        
          
          
        
        15525.00000000
        NS
        USD
        669593.25000000
        0.106144900783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plymouth Industrial REIT Inc
        N/A
        Plymouth Industrial REIT Inc
        729640102
        
          
          
        
        20600.00000000
        NS
        USD
        558260.00000000
        0.088496191249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merchants Bancorp/IN
        54930008Y0GPVLF81889
        Merchants Bancorp/IN
        58844R108
        
          
          
        
        1200.00000000
        NS
        USD
        32856.00000000
        0.005208381148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amicus Therapeutics Inc
        549300MRD1SMUTNBPQ53
        Amicus Therapeutics Inc
        03152W109
        
          
          
        
        156600.00000000
        NS
        USD
        1483002.00000000
        0.235087644853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UMH Properties Inc
        529900OM5K3PJ11F0Q09
        UMH Properties Inc
        903002103
        
          
          
        
        11000.00000000
        NS
        USD
        270490.00000000
        0.042878470195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanmi Financial Corp
        549300MSZ7RCG7EA6587
        Hanmi Financial Corp
        410495204
        
          
          
        
        13950.00000000
        NS
        USD
        343309.50000000
        0.054421923780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hannon Armstrong Sustainable I
        N/A
        Hannon Armstrong Sustainable Infrastructure Capital Inc
        41068X100
        
          
          
        
        11600.00000000
        NS
        USD
        550188.00000000
        0.087216606010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Universal Electronics Inc
        549300ZW9EULAR7T6F89
        Universal Electronics Inc
        913483103
        
          
          
        
        10500.00000000
        NS
        USD
        328020.00000000
        0.051998209890
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Digital Holdings Inc
        549300M8ISKPTX2W7F94
        Marathon Digital Holdings Inc
        565788106
        
          
          
        
        17300.00000000
        NS
        USD
        483535.00000000
        0.076650675018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        RLJ Lodging Trust
        N/A
        RLJ Lodging Trust
        74965L101
        
          
          
        
        7000.00000000
        NS
        USD
        98560.00000000
        0.015623875272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ready Capital Corp
        549300MYWGZUG7ZUYO87
        Ready Capital Corp
        75574U101
        
          
          
        
        17200.00000000
        NS
        USD
        259032.00000000
        0.041062131286
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SFL Corp Ltd
        549300RLYYPSB0C7RH77
        SFL Corp Ltd
        000000000
        
          
          
        
        19500.00000000
        NS
        USD
        198510.00000000
        0.031468095376
        Long
        EC
        CORP
        NO
        N
        
        1
        
          N
          N
          N
        
      
      
        Casella Waste Systems Inc
        8EU0XUFVJ48U37IIDH51
        Casella Waste Systems Inc
        147448104
        
          
          
        
        47767.00000000
        NS
        USD
        4186777.55000000
        0.663694097346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G104
        
          
          
        
        13282.00000000
        NS
        USD
        3898134.18000000
        0.617937928402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peoples Bancorp Inc/OH
        N/A
        Peoples Bancorp Inc/OH
        709789101
        
          
          
        
        3400.00000000
        NS
        USD
        106454.00000000
        0.016875243691
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ultra Clean Holdings Inc
        5493007L6LS7QX18PE75
        Ultra Clean Holdings Inc
        90385V107
        
          
          
        
        13900.00000000
        NS
        USD
        589221.00000000
        0.093404174227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritex Holdings Inc
        549300F3SMOML02SC814
        Veritex Holdings Inc
        923451108
        
          
          
        
        14200.00000000
        NS
        USD
        542014.00000000
        0.085920851581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koppers Holdings Inc
        N/A
        Koppers Holdings Inc
        50060P106
        
          
          
        
        2300.00000000
        NS
        USD
        63296.00000000
        0.010033774444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phibro Animal Health Corp
        549300U24SP4AF2JUX52
        Phibro Animal Health Corp
        71742Q106
        
          
          
        
        6000.00000000
        NS
        USD
        119700.00000000
        0.018975018974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Commonwealth Financial C
        549300ZHLQ42NXDETL24
        First Commonwealth Financial Corp
        319829107
        
          
          
        
        19600.00000000
        NS
        USD
        297136.00000000
        0.047102433065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simpson Manufacturing Co Inc
        529900EJUNNL15LZ8056
        Simpson Manufacturing Co Inc
        829073105
        
          
          
        
        9696.00000000
        NS
        USD
        1057251.84000000
        0.167597107139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hibbett Inc
        529900RD6P643J1CZM55
        Hibbett Inc
        428567101
        
          
          
        
        11700.00000000
        NS
        USD
        518778.00000000
        0.082237446895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bluebird Bio Inc
        N/A
        Bluebird Bio Inc
        09609G100
        
          
          
        
        1220.00000000
        NS
        USD
        5917.00000000
        0.000937971489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        FB Financial Corp
        5493000B2LD2C2A6C435
        FB Financial Corp
        30257X104
        
          
          
        
        3500.00000000
        NS
        USD
        155470.00000000
        0.024645331661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Semtech Corp
        549300J7WUY317SW6O61
        Semtech Corp
        816850101
        
          
          
        
        9500.00000000
        NS
        USD
        658730.00000000
        0.104422842514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bolt Biotherapeutics Inc
        254900W0P77PQ6B8OY50
        Bolt Biotherapeutics Inc
        097702104
        
          
          
        
        10418.00000000
        NS
        USD
        28545.32000000
        0.004525045853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HIGHWOODS PROPERTIES INC
        ZIIGTYKL9T0X3HLTDX53
        HIGHWOODS PROPERTIES INC
        431284108
        
          
          
        
        1700.00000000
        NS
        USD
        77758.00000000
        0.012326311824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphatec Holdings Inc
        549300EZE8CQ8K65FS24
        Alphatec Holdings Inc
        02081G201
        
          
          
        
        22800.00000000
        NS
        USD
        262200.00000000
        0.041564327277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Electronics Inc
        549300W18RHYZOZKOP53
        Benchmark Electronics Inc
        08160H101
        
          
          
        
        48400.00000000
        NS
        USD
        1211936.00000000
        0.192117866295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PLBY Group Inc
        N/A
        PLBY Group Inc
        72814P109
        
          
          
        
        12700.00000000
        NS
        USD
        166243.00000000
        0.026353083369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Necessity Retail REIT Inc/The
        549300GN4H0K3IUS8983
        Necessity Retail REIT Inc/The
        02607T109
        
          
          
        
        14900.00000000
        NS
        USD
        117859.00000000
        0.018683180963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evercore Inc
        529900P6KLPT95DW3W58
        Evercore Inc
        29977A105
        
          
          
        
        22022.00000000
        NS
        USD
        2451489.04000000
        0.388613626142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TriNet Group Inc
        5299003FJVBETSFKE990
        TriNet Group Inc
        896288107
        
          
          
        
        8700.00000000
        NS
        USD
        855732.00000000
        0.135651887526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zumiez Inc
        549300J0PDF58P6HZD25
        Zumiez Inc
        989817101
        
          
          
        
        13500.00000000
        NS
        USD
        515835.00000000
        0.081770918233
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National HealthCare Corp
        N/A
        National HealthCare Corp
        635906100
        
          
          
        
        5300.00000000
        NS
        USD
        372219.00000000
        0.059004699979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Personalis Inc
        549300EZ2NYFK7H0US48
        Personalis Inc
        71535D106
        
          
          
        
        45900.00000000
        NS
        USD
        375921.00000000
        0.059591546431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOISE CASCADE CO
        549300Z8B8LSRHC7XA55
        BOISE CASCADE CO
        09739D100
        
          
          
        
        11100.00000000
        NS
        USD
        771117.00000000
        0.122238594038
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ladder Capital Corp
        549300Q6LLV2QCV67C06
        Ladder Capital Corp
        505743104
        
          
          
        
        39700.00000000
        NS
        USD
        471239.00000000
        0.074701495124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HBT Financial Inc
        549300NTXD4Q6UK5BY66
        HBT Financial Inc
        404111106
        
          
          
        
        11500.00000000
        NS
        USD
        209070.00000000
        0.033142082012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistra Corp
        549300KP43CPCUJOOG15
        Vistra Corp
        92840M102
        
          
          
        
        5944.00000000
        NS
        USD
        138198.00000000
        0.021907348974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467109
        
          
          
        
        138900.00000000
        NS
        USD
        995913.00000000
        0.157873584559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home BancShares Inc/AR
        N/A
        Home BancShares Inc/AR
        436893200
        
          
          
        
        5100.00000000
        NS
        USD
        115260.00000000
        0.018271183684
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163103
        
          
          
        
        17400.00000000
        NS
        USD
        719490.00000000
        0.114054606531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix Inc
        00773T101
        
          
          
        
        11200.00000000
        NS
        USD
        572208.00000000
        0.090707248598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304101
        
          
          
        
        5200.00000000
        NS
        USD
        342056.00000000
        0.054223217128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ritchie Bros Auctioneers Inc
        5493002H8U24DJXQ4886
        Ritchie Bros Auctioneers Inc
        767744105
        
          
          
        
        49332.00000000
        NS
        USD
        2912067.96000000
        0.461625269802
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Shutterstock Inc
        529900G2TDIS56V0LO22
        Shutterstock Inc
        825690100
        
          
          
        
        9500.00000000
        NS
        USD
        884260.00000000
        0.140174187787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Foundation Inc
        254900TQZQ6LBCK77E82
        First Foundation Inc
        32026V104
        
          
          
        
        8013.00000000
        NS
        USD
        194635.77000000
        0.030853946773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cars.com Inc
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575E105
        
          
          
        
        28400.00000000
        NS
        USD
        409812.00000000
        0.064963997292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEX Inc
        T9M5IGROL1TL1G5OV478
        WEX Inc
        96208T104
        
          
          
        
        25010.00000000
        NS
        USD
        4463034.50000000
        0.707486752885
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGIC INVESTMENT CORP
        254900S8483WM4M98R28
        MGIC INVESTMENT CORP
        552848103
        
          
          
        
        33800.00000000
        NS
        USD
        457990.00000000
        0.072601244277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Summit Hotel Properties Inc
        254900OBQWJK6X20LS71
        Summit Hotel Properties Inc
        866082100
        
          
          
        
        7300.00000000
        NS
        USD
        72708.00000000
        0.011525778442
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berry Corp
        N/A
        Berry Corp
        08579X101
        
          
          
        
        48400.00000000
        NS
        USD
        499488.00000000
        0.079179567898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ecovyst Inc
        N/A
        Ecovyst Inc
        27923Q109
        
          
          
        
        85421.00000000
        NS
        USD
        987466.76000000
        0.156534674247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemed Corp
        54930020031IDJT2IM79
        Chemed Corp
        16359R103
        
          
          
        
        8022.00000000
        NS
        USD
        4063544.10000000
        0.644158950713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Real Estate Finance Trust
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K100
        
          
          
        
        48500.00000000
        NS
        USD
        999585.00000000
        0.158455675366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orthofix Medical Inc
        N/A
        Orthofix Medical Inc
        68752M108
        
          
          
        
        27700.00000000
        NS
        USD
        905790.00000000
        0.143587154859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schweitzer-Mauduit Internation
        549300Z1FU4IDULG1R21
        Schweitzer-Mauduit International Inc
        808541106
        
          
          
        
        32000.00000000
        NS
        USD
        880000.00000000
        0.139498886360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412102
        
          
          
        
        6600.00000000
        NS
        USD
        189354.00000000
        0.030016672872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
          
        
        9350.00000000
        NS
        USD
        634865.00000000
        0.100639727828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Forward Air Corp
        N/A
        Forward Air Corp
        349853101
        
          
          
        
        3400.00000000
        NS
        USD
        332452.00000000
        0.052700777009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Consolidated Inc
        57VG5X0E00X0QJU7CQ58
        Coca-Cola Consolidated Inc
        191098102
        
          
          
        
        700.00000000
        NS
        USD
        347795.00000000
        0.055132971797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spire Inc
        549300NXSY15DRY2R511
        Spire Inc
        84857L101
        
          
          
        
        7600.00000000
        NS
        USD
        545376.00000000
        0.086453800736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terreno Realty Corp
        N/A
        Terreno Realty Corp
        88146M101
        
          
          
        
        10000.00000000
        NS
        USD
        740500.00000000
        0.117385142443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heartland Financial USA Inc
        549300QF7B0DFZT32C73
        Heartland Financial USA Inc
        42234Q102
        
          
          
        
        3174.00000000
        NS
        USD
        151812.42000000
        0.024065526733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oasis Petroleum Inc
        529900FA4V2YNIKZ0M71
        Oasis Petroleum Inc
        674215207
        
          
          
        
        3500.00000000
        NS
        USD
        512050.00000000
        0.081170914501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653C108
        
          
          
        
        14300.00000000
        NS
        USD
        296296.00000000
        0.046969275037
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343103
        
          
          
        
        7300.00000000
        NS
        USD
        440190.00000000
        0.069779562258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbus McKinnon Corp/NY
        549300W3HQB0HO1F3G69
        Columbus McKinnon Corp/NY
        199333105
        
          
          
        
        18900.00000000
        NS
        USD
        801360.00000000
        0.127032758606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unisys Corp
        549300T21W22FIJJOW08
        Unisys Corp
        909214306
        
          
          
        
        31900.00000000
        NS
        USD
        689359.00000000
        0.109278196366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Origin Bancorp Inc
        54930055DO2Z4KO3NB45
        Origin Bancorp Inc
        68621T102
        
          
          
        
        6050.00000000
        NS
        USD
        255854.50000000
        0.040558429341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paramount Group Inc
        5493006GJU1CFI7Z5J17
        Paramount Group Inc
        69924R108
        
          
          
        
        20100.00000000
        NS
        USD
        219291.00000000
        0.034762329873
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Trust Bancorp Inc
        N/A
        Community Trust Bancorp Inc
        204149108
        
          
          
        
        1047.00000000
        NS
        USD
        43136.40000000
        0.006838045183
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spruce Biosciences Inc
        N/A
        Spruce Biosciences Inc
        85209E109
        
          
          
        
        22400.00000000
        NS
        USD
        45024.00000000
        0.007137270294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altra Industrial Motion Corp
        NQ0NIXPGW4YKG4MWM571
        Altra Industrial Motion Corp
        02208R106
        
          
          
        
        62539.00000000
        NS
        USD
        2434643.27000000
        0.385943210057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Digital Turbine Inc
        549300D0WZR1VI2QGB24
        Digital Turbine Inc
        25400W102
        
          
          
        
        11300.00000000
        NS
        USD
        495053.00000000
        0.078476525215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Focus Financial Partners Inc
        5493006FFJCGLZ246V12
        Focus Financial Partners Inc
        34417P100
        
          
          
        
        91448.00000000
        NS
        USD
        4182831.52000000
        0.663068566902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sterling Construction Co Inc
        549300RZIK6K1215XU51
        Sterling Construction Co Inc
        859241101
        
          
          
        
        12500.00000000
        NS
        USD
        335000.00000000
        0.053104689694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kronos Bio Inc
        N/A
        Kronos Bio Inc
        50107A104
        
          
          
        
        23500.00000000
        NS
        USD
        169905.00000000
        0.026933588962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Movado Group Inc
        549300WCGCGPWGHVXM59
        Movado Group Inc
        624580106
        
          
          
        
        13500.00000000
        NS
        USD
        527175.00000000
        0.083568551610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First BanCorp/Puerto Rico
        N/A
        First BanCorp/Puerto Rico
        318672706
        
          
          
        
        84300.00000000
        NS
        USD
        1106016.00000000
        0.175327273064
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Resideo Technologies Inc
        5493006TKFPYISY2DS54
        Resideo Technologies Inc
        76118Y104
        
          
          
        
        8300.00000000
        NS
        USD
        197789.00000000
        0.031353801402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIBANK INVESTMENTS LIMITED
        5493008TE4E4DNW1EX82
        CITIBANK NA
        000000000
        
          
        
        1884.00000000
        PA
        USD
        1884.00000000
        0.000298654433
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              1779.39805920
              USD
              1921.68001853
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        HNI Corp
        549300SKRADLC4O5HV93
        HNI Corp
        404251100
        
          
          
        
        9400.00000000
        NS
        USD
        348270.00000000
        0.055208269491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natera Inc
        N/A
        Natera Inc
        632307104
        
          
          
        
        8100.00000000
        NS
        USD
        329508.00000000
        0.052234089826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lakeland Bancorp Inc
        549300NF90LR9ETZDR73
        Lakeland Bancorp Inc
        511637100
        
          
          
        
        7900.00000000
        NS
        USD
        131930.00000000
        0.020913736451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corporate Office Properties Tr
        YY1J47X6LF9TYY8JY420
        Corporate Office Properties Trust
        22002T108
        
          
          
        
        6900.00000000
        NS
        USD
        196926.00000000
        0.031216997381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Energy Services Reuni
        N/A
        National Energy Services Reunited Corp
        000000000
        
          
          
        
        13700.00000000
        NS
        USD
        115080.00000000
        0.018242649820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        elf Beauty Inc
        549300U2K9TCON25C029
        elf Beauty Inc
        26856L103
        
          
          
        
        25400.00000000
        NS
        USD
        656082.00000000
        0.104003077683
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033G407
        
          
          
        
        27800.00000000
        NS
        USD
        2389688.00000000
        0.378816834942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duck Creek Technologies Inc
        N/A
        Duck Creek Technologies Inc
        264120106
        
          
          
        
        59373.00000000
        NS
        USD
        1313330.76000000
        0.208191111867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CareDx Inc
        549300NQOFKL9NON0U06
        CareDx Inc
        14167L103
        
          
          
        
        5000.00000000
        NS
        USD
        184950.00000000
        0.029318544355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beacon Roofing Supply Inc
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685109
        
          
          
        
        19500.00000000
        NS
        USD
        1155960.00000000
        0.183244468951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ichor Holdings Ltd
        529900PS8R2JVLJ2H892
        Ichor Holdings Ltd
        000000000
        
          
          
        
        11800.00000000
        NS
        USD
        420316.00000000
        0.066629106726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coastal Financial Corp/WA
        549300XG5L36T6IU0B47
        Coastal Financial Corp/WA
        19046P209
        
          
          
        
        1300.00000000
        NS
        USD
        59475.00000000
        0.009428063938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMS Inc
        52990057RENOQO4U0D72
        GMS Inc
        36251C103
        
          
          
        
        65600.00000000
        NS
        USD
        3264912.00000000
        0.517558622801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aaron's Co Inc/The
        N/A
        Aaron's Co Inc/The
        00258W108
        
          
          
        
        5150.00000000
        NS
        USD
        103412.00000000
        0.016393021404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Luther Burbank Corp
        5493007YRUZ4ZDZM0J48
        Luther Burbank Corp
        550550107
        
          
          
        
        7700.00000000
        NS
        USD
        102333.00000000
        0.016221976747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Acushnet Holdings Corp
        529900W5FI106H543E43
        Acushnet Holdings Corp
        005098108
        
          
          
        
        64051.00000000
        NS
        USD
        2578693.26000000
        0.408778225040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMAX Corp
        5493002KS2T1Q0X7VZ21
        IMAX Corp
        45245E109
        
          
          
        
        69800.00000000
        NS
        USD
        1321314.00000000
        0.209456626741
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NOW Inc
        549300AVH5SOCFVVDW91
        NOW Inc
        67011P100
        
          
          
        
        91500.00000000
        NS
        USD
        1009245.00000000
        0.159986992687
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AssetMark Financial Holdings I
        5493001K4EDHT2T6W812
        AssetMark Financial Holdings Inc
        04546L106
        
          
          
        
        74511.00000000
        NS
        USD
        1657869.75000000
        0.262807936200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
          
        
        3400.00000000
        NS
        USD
        468384.00000000
        0.074248916351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST INDUSTRIAL REALTY TRUST INC
        N/A
        FIRST INDUSTRIAL REALTY TR
        32054K103
        
          
          
        
        11475.00000000
        NS
        USD
        710417.25000000
        0.112616380939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adaptive Biotechnologies Corp
        549300ZTF7OT1FW66Q96
        Adaptive Biotechnologies Corp
        00650F109
        
          
          
        
        5900.00000000
        NS
        USD
        81892.00000000
        0.012981639547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITADEL SECURITIES LLC
        12UUJYTN7D3SW8KCSG25
        CITADEL SECURITIES LLC
        000000000
        
          
        
        2281302.00000000
        PA
        USD
        2281302.00000000
        0.361635327786
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.33000000
          2022-04-01
          
            
              2295996.86995488
              USD
              2350548.90004565
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Stewart Information Services C
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        860372101
        
          
          
        
        24700.00000000
        NS
        USD
        1497067.00000000
        0.237317249212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Planet Fitness Inc
        549300LLE5HUPF6H8G33
        Planet Fitness Inc
        72703H101
        
          
          
        
        37752.00000000
        NS
        USD
        3189288.96000000
        0.505570747957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gates Industrial Corp PLC
        549300S6K4FWUSB9KM27
        Gates Industrial Corp PLC
        000000000
        
          
          
        
        126212.00000000
        NS
        USD
        1900752.72000000
        0.301310099644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xperi Holding Corp
        N/A
        Xperi Holding Corp
        98390M103
        
          
          
        
        41500.00000000
        NS
        USD
        718780.00000000
        0.113942056293
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heritage Commerce Corp
        549300CLIS851ELSR406
        Heritage Commerce Corp
        426927109
        
          
          
        
        13100.00000000
        NS
        USD
        147375.00000000
        0.023362100428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CUBESMART
        N/A
        CUBESMART
        229663109
        
          
          
        
        41539.00000000
        NS
        USD
        2161274.17000000
        0.342608340721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Angion Biomedica Corp
        254900EE2QKYD5SGI956
        Angion Biomedica Corp
        03476J107
        
          
          
        
        27000.00000000
        NS
        USD
        57240.00000000
        0.009073768471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RBB Bancorp
        549300A23FBFZNGET525
        RBB Bancorp
        74930B105
        
          
          
        
        3300.00000000
        NS
        USD
        77517.00000000
        0.012288108152
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co/The
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550101
        
          
          
        
        43749.00000000
        NS
        USD
        625173.21000000
        0.099103371110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunCoke Energy Inc
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722A103
        
          
          
        
        46700.00000000
        NS
        USD
        416097.00000000
        0.065960304679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        nCino Inc
        N/A
        nCino Inc
        63947X101
        
          
          
        
        27433.00000000
        NS
        USD
        1124204.34000000
        0.178210515308
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanger Inc
        254900ZJJJYVLHJXSZ60
        Hanger Inc
        41043F208
        
          
          
        
        15800.00000000
        NS
        USD
        289614.00000000
        0.045910034630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comfort Systems USA Inc
        5299009DT1ZA5HTU6R38
        Comfort Systems USA Inc
        199908104
        
          
          
        
        15500.00000000
        NS
        USD
        1379655.00000000
        0.218704927343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agiliti Inc
        N/A
        Agiliti Inc
        00848J104
        
          
          
        
        139027.00000000
        NS
        USD
        2933469.70000000
        0.465017904912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heidrick & Struggles Internati
        5493006284N2J367VB57
        Heidrick & Struggles International Inc
        422819102
        
          
          
        
        14300.00000000
        NS
        USD
        565994.00000000
        0.089722196235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AnaptysBio Inc
        529900HH4WQT03IG1A12
        AnaptysBio Inc
        032724106
        
          
          
        
        44200.00000000
        NS
        USD
        1093508.00000000
        0.173344486621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Precision Group Inc
        N/A
        Vishay Precision Group Inc
        92835K103
        
          
          
        
        17800.00000000
        NS
        USD
        572270.00000000
        0.090717076929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameris Bancorp
        PBJHNT51T5V6G5UQFV42
        Ameris Bancorp
        03076K108
        
          
          
        
        6882.00000000
        NS
        USD
        301982.16000000
        0.047870653432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems Inc
        671044105
        
          
          
        
        9200.00000000
        NS
        USD
        783104.00000000
        0.124138790800
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CMC Materials Inc
        31F6V1MN00ZW3XWB4J69
        CMC Materials Inc
        12571T100
        
          
          
        
        8954.00000000
        NS
        USD
        1660071.60000000
        0.263156976680
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GUIDEWIRE SOFTWARE INC
        549300WXSG0J8IXZCK32
        GUIDEWIRE SOFTWARE INC
        40171V100
        
          
          
        
        29019.00000000
        NS
        USD
        2745777.78000000
        0.435264707390
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674X106
        
          
          
        
        62100.00000000
        NS
        USD
        1895913.00000000
        0.300542900155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        2seventy bio Inc
        N/A
        2seventy bio Inc
        901384107
        
          
          
        
        406.00000000
        NS
        USD
        6926.36000000
        0.001097976711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        Yelp Inc
        985817105
        
          
          
        
        24100.00000000
        NS
        USD
        822051.00000000
        0.130312726172
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        South Plains Financial Inc
        549300SNEBP48642N493
        South Plains Financial Inc
        83946P107
        
          
          
        
        786.00000000
        NS
        USD
        20891.88000000
        0.003311811356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MillerKnoll Inc
        U98HXD3PNK7HYU2MU887
        MillerKnoll Inc
        600544100
        
          
          
        
        26992.00000000
        NS
        USD
        932843.52000000
        0.147875718396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C105
        
          
          
        
        19100.00000000
        NS
        USD
        636412.00000000
        0.100884960530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899101
        
          
          
        
        14700.00000000
        NS
        USD
        473487.00000000
        0.075057851370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travere Therapeutics Inc
        N/A
        Travere Therapeutics Inc
        89422G107
        
          
          
        
        49800.00000000
        NS
        USD
        1283346.00000000
        0.203437883881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hayward Holdings Inc
        N/A
        Hayward Holdings Inc
        421298100
        
          
          
        
        146911.00000000
        NS
        USD
        2441660.82000000
        0.387055642341
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Chinook Therapeutics Inc
        549300X0O3003W5QYQ48
        Chinook Therapeutics Inc
        16961L106
        
          
          
        
        21860.00000000
        NS
        USD
        357629.60000000
        0.056691966965
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intellia Therapeutics Inc
        5493002T5BCPE5DZC723
        Intellia Therapeutics Inc
        45826J105
        
          
          
        
        14500.00000000
        NS
        USD
        1053715.00000000
        0.167036442092
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OFG Bancorp
        549300Q4QEXJ37LEXQ06
        OFG Bancorp
        67103X102
        
          
          
        
        5700.00000000
        NS
        USD
        151848.00000000
        0.024071166927
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        Provident Financial Services I
        529900JOSO3SXEDVE477
        Provident Financial Services Inc
        74386T105
        
          
          
        
        15900.00000000
        NS
        USD
        372060.00000000
        0.058979495067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cullen/Frost Bankers Inc
        529900V2E9G9AY665O34
        Cullen/Frost Bankers Inc
        229899109
        
          
          
        
        18392.00000000
        NS
        USD
        2545636.72000000
        0.403538053998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landos Biopharma Inc
        N/A
        Landos Biopharma Inc
        515069102
        
          
          
        
        36027.00000000
        NS
        USD
        53139.83000000
        0.008423803529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lifetime Brands Inc
        549300GS38DC0OHLYK32
        Lifetime Brands Inc
        53222Q103
        
          
          
        
        33700.00000000
        NS
        USD
        432708.00000000
        0.068593504681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WillScot Mobile Mini Holdings
        549300HJ4VIXF476Q166
        WillScot Mobile Mini Holdings Corp
        971378104
        
          
          
        
        160823.00000000
        NS
        USD
        6293003.99000000
        0.997576191441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NuVasive Inc
        549300C5ZB4NZ6TWM881
        NuVasive Inc
        670704105
        
          
          
        
        38200.00000000
        NS
        USD
        2165940.00000000
        0.343347974913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Argan Inc
        529900E4KZWBV9KGBS83
        Argan Inc
        04010E109
        
          
          
        
        34500.00000000
        NS
        USD
        1400355.00000000
        0.221986321601
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genesco Inc
        549300VY2Q511P1K5P56
        Genesco Inc
        371532102
        
          
          
        
        10800.00000000
        NS
        USD
        686988.00000000
        0.108902341980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegro MicroSystems Inc
        N/A
        Allegro MicroSystems Inc
        01749D105
        
          
          
        
        95897.00000000
        NS
        USD
        2723474.80000000
        0.431729206399
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CVR Energy Inc
        529900SOYZIXZBTXB558
        CVR Energy Inc
        12662P108
        
          
          
        
        12600.00000000
        NS
        USD
        321804.00000000
        0.051012840484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lantheus Holdings Inc
        5299005HUB5IOJGO7S39
        Lantheus Holdings Inc
        516544103
        
          
          
        
        7600.00000000
        NS
        USD
        420356.00000000
        0.066635447585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Intertechnology Inc
        5493009O8F3QQJTCQR75
        Vishay Intertechnology Inc
        928298108
        
          
          
        
        39700.00000000
        NS
        USD
        778120.00000000
        0.123348719835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
          
        
        33800.00000000
        NS
        USD
        327860.00000000
        0.051972846457
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        First Horizon Corp
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517105
        
          
          
        
        47439.00000000
        NS
        USD
        1114342.11000000
        0.176647140192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Outset Medical Inc
        N/A
        Outset Medical Inc
        690145107
        
          
          
        
        5700.00000000
        NS
        USD
        258780.00000000
        0.041022183877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Cabot Corp
        K05C0SER542GQ6VLRO68
        Cabot Corp
        127055101
        
          
          
        
        15000.00000000
        NS
        USD
        1026150.00000000
        0.162666797998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        MasTec Inc
        576323109
        
          
          
        
        14100.00000000
        NS
        USD
        1228110.00000000
        0.194681792418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RADIAN GROUP INC
        54930005OUP720S5U385
        RADIAN GROUP INC
        750236101
        
          
          
        
        56100.00000000
        NS
        USD
        1245981.00000000
        0.197514729461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Titan Machinery Inc
        549300835ZM8G0BT5C94
        Titan Machinery Inc
        88830R101
        
          
          
        
        5100.00000000
        NS
        USD
        144126.00000000
        0.022847064199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SANMINA CORP
        X5K24XLM8QYRXF00EB42
        SANMINA CORP
        801056102
        
          
          
        
        38100.00000000
        NS
        USD
        1540002.00000000
        0.244123368174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mimecast Ltd
        254900ELSYFSTT9X2740
        Mimecast Ltd
        000000000
        
          
          
        
        28400.00000000
        NS
        USD
        2259504.00000000
        0.358179876963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RBC BEARINGS INC
        N/A
        RBC BEARINGS INC
        75524B104
        
          
          
        
        22516.00000000
        NS
        USD
        4365402.08000000
        0.692009918950
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MVB Financial Corp
        549300KSUQ2FUU1X2O74
        MVB Financial Corp
        553810102
        
          
          
        
        800.00000000
        NS
        USD
        33200.00000000
        0.005262912530
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        Associated Banc-Corp
        045487105
        
          
          
        
        10400.00000000
        NS
        USD
        236704.00000000
        0.037522664087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Business First Bancshares Inc
        549300ILTC50KHDX4A08
        Business First Bancshares Inc
        12326C105
        
          
          
        
        10500.00000000
        NS
        USD
        255465.00000000
        0.040496685231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REX American Resources Corp
        N/A
        REX American Resources Corp
        761624105
        
          
          
        
        1100.00000000
        NS
        USD
        109560.00000000
        0.017367611351
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Envista Holdings Corp
        549300BX623VURJZ5269
        Envista Holdings Corp
        29415F104
        
          
          
        
        84008.00000000
        NS
        USD
        4092029.68000000
        0.648674526494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sprouts Farmers Market Inc
        529900P8F4G77Q52XE24
        Sprouts Farmers Market Inc
        85208M102
        
          
          
        
        63800.00000000
        NS
        USD
        2040324.00000000
        0.323435142971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM Technologies Inc
        87305R109
        
          
          
        
        171200.00000000
        NS
        USD
        2537184.00000000
        0.402198116468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings Inc
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165C104
        
          
          
        
        44800.00000000
        NS
        USD
        1103872.00000000
        0.174987403050
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Citizens BancShares Inc/
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        31946M103
        
          
          
        
        117.00000000
        NS
        USD
        77875.20000000
        0.012344890539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rush Enterprises Inc
        529900V3XHTN7A6DFT17
        Rush Enterprises Inc
        781846209
        
          
          
        
        47800.00000000
        NS
        USD
        2433498.00000000
        0.385761660182
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Internet Bancorp
        549300T25MP2M92XU194
        First Internet Bancorp
        320557101
        
          
          
        
        3400.00000000
        NS
        USD
        146234.00000000
        0.023181227440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000
        000000000
        
          
          
        
        52.00000000
        NC
        USD
        239744.44000000
        0.038004639080
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2022-06-17
            5132895.56000000
            USD
            239744.44000000
          
        
        
          N
          N
          N
        
      
      
        ScanSource Inc
        7FHBAN017QDY4K2KP156
        ScanSource Inc
        806037107
        
          
          
        
        10100.00000000
        NS
        USD
        351379.00000000
        0.055701112716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Armada Hoffler Properties Inc
        549300WQRSIV6XZT9313
        Armada Hoffler Properties Inc
        04208T108
        
          
          
        
        19000.00000000
        NS
        USD
        277400.00000000
        0.043973853495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oil States International Inc
        5493004TF4KQJGMYL777
        Oil States International Inc
        678026105
        
          
          
        
        25400.00000000
        NS
        USD
        176530.00000000
        0.027983793646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Powell Industries Inc
        549300V08RO7MX2UBN26
        Powell Industries Inc
        739128106
        
          
          
        
        3300.00000000
        NS
        USD
        64086.00000000
        0.010159006399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpartanNash Co
        549300TV3QCCSQLF5X16
        SpartanNash Co
        847215100
        
          
          
        
        18500.00000000
        NS
        USD
        610315.00000000
        0.096748025942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        Healthcare Realty Trust Inc
        421946104
        
          
          
        
        30700.00000000
        NS
        USD
        843636.00000000
        0.133734411924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        EASTGROUP PROPERTIES INC
        31TIGQQZC4P6JMHKSW85
        EASTGROUP PROPERTIES INC
        277276101
        
          
          
        
        25916.00000000
        NS
        USD
        5268204.48000000
        0.835123475091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scientific Games Corp
        529900JXALYBOHXKFM62
        Scientific Games Corp
        80874P109
        
          
          
        
        8000.00000000
        NS
        USD
        470000.00000000
        0.074505087033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ducommun Inc
        549300Z71HMWF90S2214
        Ducommun Inc
        264147109
        
          
          
        
        5300.00000000
        NS
        USD
        277667.00000000
        0.044016178726
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
          
        
        21900.00000000
        NS
        USD
        1154787.00000000
        0.183058523277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SITE Centers Corp
        W2AVA6SODOQ1LCYJQR54
        SITE Centers Corp
        82981J109
        
          
          
        
        41000.00000000
        NS
        USD
        685110.00000000
        0.108604638675
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Woodward Inc
        YPYKXXTR8TFDH54ZMB45
        Woodward Inc
        980745103
        
          
          
        
        25141.00000000
        NS
        USD
        3140362.31000000
        0.497814823879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMCOR GROUP INC
        529900X0SQJB2J7YDU43
        EMCOR GROUP INC
        29084Q100
        
          
          
        
        13400.00000000
        NS
        USD
        1509242.00000000
        0.239247248009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MFA Financial Inc
        YW72IMH2RRC8Z1TGLG58
        MFA Financial Inc
        55272X102
        
          
          
        
        28915.00000000
        NS
        USD
        116527.45000000
        0.018472101710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avaya Holdings Corp
        549300NZS2OZN6Q63A60
        Avaya Holdings Corp
        05351X101
        
          
          
        
        43100.00000000
        NS
        USD
        546077.00000000
        0.086564924280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327R101
        
          
          
        
        32900.00000000
        NS
        USD
        2391172.00000000
        0.379052080791
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signet Jewelers Ltd
        549300N3XPGE91WV7M22
        Signet Jewelers Ltd
        000000000
        
          
          
        
        18900.00000000
        NS
        USD
        1374030.00000000
        0.217813244120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RMR Group Inc/The
        549300JP4L34E48UJM16
        RMR Group Inc/The
        74967R106
        
          
          
        
        2300.00000000
        NS
        USD
        71530.00000000
        0.011339040160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STAG Industrial Inc
        549300QWYX2W6FASVQ07
        STAG Industrial Inc
        85254J102
        
          
          
        
        23400.00000000
        NS
        USD
        967590.00000000
        0.153383781197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP/DE
        YM4O38W15AX4YLLQKU27
        BRUNSWICK CORP
        117043109
        
          
          
        
        48545.00000000
        NS
        USD
        3926805.05000000
        0.622482876625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PagerDuty Inc
        549300U1SB749EDAGH21
        PagerDuty Inc
        69553P100
        
          
          
        
        15700.00000000
        NS
        USD
        536783.00000000
        0.085091625815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Q2 HOLDINGS INC
        549300M9RKR9DZXWS696
        Q2 HOLDINGS INC
        74736L109
        
          
          
        
        46282.00000000
        NS
        USD
        2853285.30000000
        0.452306956612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MRC Global Inc
        529900TSBPOLCLI2L582
        MRC Global Inc
        55345K103
        
          
          
        
        32500.00000000
        NS
        USD
        387075.00000000
        0.061359694815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bright Horizons Family Solutio
        N/A
        Bright Horizons Family Solutions Inc
        109194100
        
          
          
        
        27210.00000000
        NS
        USD
        3610494.90000000
        0.572340929273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bar Harbor Bankshares
        N/A
        Bar Harbor Bankshares
        066849100
        
          
          
        
        4300.00000000
        NS
        USD
        123066.00000000
        0.019508602214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AptarGroup Inc
        VNPEQDQFAA7IY1T2PX43
        AptarGroup Inc
        038336103
        
          
          
        
        44696.00000000
        NS
        USD
        5251780.00000000
        0.832519842512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Mortgage Trust Inc
        549300OLDJ20R2Y2UW20
        Blackstone Mortgage Trust Inc
        09257W100
        
          
          
        
        33800.00000000
        NS
        USD
        1074502.00000000
        0.170331627718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atara Biotherapeutics Inc
        549300WBXUXZRE03MS38
        Atara Biotherapeutics Inc
        046513107
        
          
          
        
        3200.00000000
        NS
        USD
        29728.00000000
        0.004712526015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avient Corp
        SM8L9RZYIB34LNTWO040
        Avient Corp
        05368V106
        
          
          
        
        24000.00000000
        NS
        USD
        1152000.00000000
        0.182616723963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Pacific Financial Corp
        549300W3YEAOZ4KGG849
        Central Pacific Financial Corp
        154760409
        
          
          
        
        3100.00000000
        NS
        USD
        86490.00000000
        0.013710521228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CareTrust REIT Inc
        5493001NVXE2B9GPLU96
        CareTrust REIT Inc
        14174T107
        
          
          
        
        10900.00000000
        NS
        USD
        210370.00000000
        0.033348159913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watts Water Technologies Inc
        549300REJOO94ERQN318
        Watts Water Technologies Inc
        942749102
        
          
          
        
        15600.00000000
        NS
        USD
        2177604.00000000
        0.345196969243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRUEBLUE INC
        N/A
        TRUEBLUE INC
        89785X101
        
          
          
        
        22800.00000000
        NS
        USD
        658692.00000000
        0.104416818698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capital Bancorp Inc
        549300LQKYGWQ7VP0C75
        Capital Bancorp Inc
        139737100
        
          
          
        
        2400.00000000
        NS
        USD
        54864.00000000
        0.008697121478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getty Realty Corp
        N/A
        Getty Realty Corp
        374297109
        
          
          
        
        2400.00000000
        NS
        USD
        68688.00000000
        0.010888522166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalyst Pharmaceuticals Inc
        5299004O0R5XXLA5H544
        Catalyst Pharmaceuticals Inc
        14888U101
        
          
          
        
        71800.00000000
        NS
        USD
        595222.00000000
        0.094355461519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cross Country Healthcare Inc
        54930037L0NBIPZ5S663
        Cross Country Healthcare Inc
        227483104
        
          
          
        
        17800.00000000
        NS
        USD
        385726.00000000
        0.061145849364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagstar Bancorp Inc
        549300Q22V2Y3J4R2715
        Flagstar Bancorp Inc
        337930705
        
          
          
        
        28300.00000000
        NS
        USD
        1199920.00000000
        0.190213072411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enterprise Financial Services
        5493001XTU5DLD632129
        Enterprise Financial Services Corp
        293712105
        
          
          
        
        3792.00000000
        NS
        USD
        179399.52000000
        0.028438674151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hancock Whitney Corp
        549300GRNBWY8HIICT41
        Hancock Whitney Corp
        410120109
        
          
          
        
        16800.00000000
        NS
        USD
        876120.00000000
        0.138883823088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Ho
        N/A
        Knight-Swift Transportation Holdings Inc
        499049104
        
          
          
        
        62438.00000000
        NS
        USD
        3150621.48000000
        0.499441122504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kearny Financial Corp/MD
        N/A
        Kearny Financial Corp/MD
        48716P108
        
          
          
        
        20300.00000000
        NS
        USD
        261464.00000000
        0.041447655481
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCEANFIRST FINANCIAL CORP
        N/A
        OCEANFIRST FINANCIAL CORP
        675234108
        
          
          
        
        51900.00000000
        NS
        USD
        1043190.00000000
        0.165368003707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seneca Foods Corp
        N/A
        Seneca Foods Corp
        817070501
        
          
          
        
        3600.00000000
        NS
        USD
        185544.00000000
        0.029412706103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vericel Corp
        54930076YM3PLTDR4B91
        Vericel Corp
        92346J108
        
          
          
        
        11200.00000000
        NS
        USD
        428064.00000000
        0.067857331012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allscripts Healthcare Solution
        Y68YJHVB1GU4TAU3C223
        Allscripts Healthcare Solutions Inc
        01988P108
        
          
          
        
        47800.00000000
        NS
        USD
        1076456.00000000
        0.170641378654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peapack-Gladstone Financial Co
        549300G8DN2UK8K0ET30
        Peapack-Gladstone Financial Corp
        704699107
        
          
          
        
        5198.00000000
        NS
        USD
        180630.50000000
        0.028633810900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR Inc
        48242W106
        
          
          
        
        40800.00000000
        NS
        USD
        2232984.00000000
        0.353975887796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centerspace
        5493002LG2SH9EEHT720
        Centerspace
        15202L107
        
          
          
        
        3200.00000000
        NS
        USD
        313984.00000000
        0.049773202653
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peabody Energy Corp
        EJCO258LNNVSKAR2JX59
        Peabody Energy Corp
        704551100
        
          
          
        
        9400.00000000
        NS
        USD
        230582.00000000
        0.036552195698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manitowoc Co Inc/The
        2RTSLGQ89VMY18RHX631
        Manitowoc Co Inc/The
        563571405
        
          
          
        
        21500.00000000
        NS
        USD
        324220.00000000
        0.051395828336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        Clearwater Paper Corp
        18538R103
        
          
          
        
        1700.00000000
        NS
        USD
        47651.00000000
        0.007553706174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cowen Inc
        5493008QI0EFC5WBED75
        Cowen Inc
        223622606
        
          
          
        
        16300.00000000
        NS
        USD
        441730.00000000
        0.070023685309
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inogen Inc
        549300J8WJIVTOJ8IH97
        Inogen Inc
        45780L104
        
          
          
        
        2400.00000000
        NS
        USD
        77808.00000000
        0.012334237897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STATE OF WISCONSIN INVESTMENT BOARD
        VY0GIYI3352UC4XOP168
        STATE OF WISCONSIN INVESTMENT BOARD
        000000000
        
          
        
        2879150.00000000
        PA
        USD
        2879150.00000000
        0.456407066665
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.33000000
          2022-04-01
          
            
              2075555.52520777
              USD
              2936734.86272114
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        WINTRUST FINANCIAL CORP
        Q774KI4AW80FHFW33O61
        WINTRUST FINANCIAL CORP
        97650W108
        
          
          
        
        42744.00000000
        NS
        USD
        3972199.92000000
        0.629678937774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pactiv Evergreen Inc
        894500GNKGJRUSH1F791
        Pactiv Evergreen Inc
        69526K105
        
          
          
        
        103736.00000000
        NS
        USD
        1043584.16000000
        0.165430486526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axos Financial Inc
        529900D8M56422GK9O25
        Axos Financial Inc
        05465C100
        
          
          
        
        9400.00000000
        NS
        USD
        436066.00000000
        0.069125819749
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patterson-UTI Energy Inc
        254900XGFBKIXD6G0697
        Patterson-UTI Energy Inc
        703481101
        
          
          
        
        32600.00000000
        NS
        USD
        504648.00000000
        0.079997538641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Guess? Inc
        549300QVH3ZK2DW0KP86
        Guess? Inc
        401617105
        
          
          
        
        17600.00000000
        NS
        USD
        384560.00000000
        0.060961013339
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        MeiraGTx Holdings plc
        54930007YV6NYIOGFZ57
        MeiraGTx Holdings plc
        000000000
        
          
          
        
        11600.00000000
        NS
        USD
        160660.00000000
        0.025468058048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ares Commercial Real Estate Co
        549300ZNO5IWXS443S81
        Ares Commercial Real Estate Corp
        04013V108
        
          
          
        
        31500.00000000
        NS
        USD
        488880.00000000
        0.077497972231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wabash National Corp
        5299004ZAWHQZI5XO485
        Wabash National Corp
        929566107
        
          
          
        
        7200.00000000
        NS
        USD
        106848.00000000
        0.016937701147
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanterix Corp
        N/A
        Quanterix Corp
        74766Q101
        
          
          
        
        10400.00000000
        NS
        USD
        303576.00000000
        0.048123311279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Certara Inc
        N/A
        Certara Inc
        15687V109
        
          
          
        
        96112.00000000
        NS
        USD
        2064485.76000000
        0.327265300485
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgebio Pharma Inc
        54930028YG89VTY2J114
        Bridgebio Pharma Inc
        10806X102
        
          
          
        
        9000.00000000
        NS
        USD
        91350.00000000
        0.014480935533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apyx Medical Corp
        5299009QZVYUYO082S45
        Apyx Medical Corp
        03837C106
        
          
          
        
        17400.00000000
        NS
        USD
        113622.00000000
        0.018011525529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bloomin' Brands Inc
        E1UJ2GO305B5FXGV7N04
        Bloomin' Brands Inc
        094235108
        
          
          
        
        36300.00000000
        NS
        USD
        796422.00000000
        0.126249979628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bloom Energy Corp
        549300XB5J9BFW5JXV97
        Bloom Energy Corp
        093712107
        
          
          
        
        22450.00000000
        NS
        USD
        542167.50000000
        0.085945184626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
          
        
        15100.00000000
        NS
        USD
        989956.00000000
        0.156929272211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COMMERCIAL METALS CO
        549300OQS2LO07ZJ7N73
        COMMERCIAL METALS CO
        201723103
        
          
          
        
        29700.00000000
        NS
        USD
        1236114.00000000
        0.195950598198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        National Retail Properties Inc
        637417106
        
          
          
        
        86353.00000000
        NS
        USD
        3880703.82000000
        0.615174842256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PennyMac Financial Services In
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932M107
        
          
          
        
        3900.00000000
        NS
        USD
        207480.00000000
        0.032890032888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes Inc
        87265H109
        
          
          
        
        92900.00000000
        NS
        USD
        1865432.00000000
        0.295711007479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVB Financial Corp
        N/A
        CVB Financial Corp
        126600105
        
          
          
        
        14700.00000000
        NS
        USD
        341187.00000000
        0.054085461978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NMI Holdings Inc
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209305
        
          
          
        
        22800.00000000
        NS
        USD
        470136.00000000
        0.074526645952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035Q102
        
          
          
        
        29100.00000000
        NS
        USD
        1067097.00000000
        0.169157776294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axsome Therapeutics Inc
        549300EXGR0XLRJEIB95
        Axsome Therapeutics Inc
        05464T104
        
          
          
        
        30500.00000000
        NS
        USD
        1262395.00000000
        0.200116700735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amalgamated Financial Corp
        N/A
        Amalgamated Financial Corp
        022671101
        
          
          
        
        11100.00000000
        NS
        USD
        199467.00000000
        0.031619800415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kforce Inc
        5493003RDQQDVXY2SK46
        Kforce Inc
        493732101
        
          
          
        
        11100.00000000
        NS
        USD
        821067.00000000
        0.130156741053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Utz Brands Inc
        N/A
        Utz Brands Inc
        918090101
        
          
          
        
        154849.00000000
        NS
        USD
        2288668.22000000
        0.362803031748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Corp
        N/A
        Magnolia Oil & Gas Corp
        559663109
        
          
          
        
        33500.00000000
        NS
        USD
        792275.00000000
        0.125592591126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BJ's Wholesale Club Holdings I
        549300UCIWH1C93V0J03
        BJ's Wholesale Club Holdings Inc
        05550J101
        
          
          
        
        94473.00000000
        NS
        USD
        6387319.53000000
        1.012527228709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cousins Properties Inc
        5493007XPYD5EJABN062
        Cousins Properties Inc
        222795502
        
          
          
        
        8056.00000000
        NS
        USD
        324576.24000000
        0.051452300021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Matador Resources Co
        549300CI3Q2UUK5R4G79
        Matador Resources Co
        576485205
        
          
          
        
        27200.00000000
        NS
        USD
        1441056.00000000
        0.228438303617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verint Systems Inc
        549300KEQJS5FRVUCO94
        Verint Systems Inc
        92343X100
        
          
          
        
        63800.00000000
        NS
        USD
        3298460.00000000
        0.522876700801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANTOR FITZGERALD SECURITIES
        549300DWZ3YOKJO5X179
        CANTOR FITZGERALD SECURITIES
        000000000
        
          
        
        4517500.00000000
        PA
        USD
        4517500.00000000
        0.716120703561
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              12625175.00315500
              USD
              4594570.00203292
              USD
              AMBS
            
            
              14546.35000000
              USD
              13279.99789480
              USD
              ADAS
            
          
        
        
          
          N
          N
        
      
      
        Washington Federal Inc
        N/A
        Washington Federal Inc
        938824109
        
          
          
        
        7900.00000000
        NS
        USD
        259278.00000000
        0.041101127565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QCR Holdings Inc
        549300MWKWM7KWJVQO33
        QCR Holdings Inc
        74727A104
        
          
          
        
        6500.00000000
        NS
        USD
        367835.00000000
        0.058309741891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Driven Brands Holdings Inc
        N/A
        Driven Brands Holdings Inc
        26210V102
        
          
          
        
        108433.00000000
        NS
        USD
        2849619.24000000
        0.451725807422
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NETSTREIT Corp
        254900CJL0EDMEQ25Q84
        NETSTREIT Corp
        64119V303
        
          
          
        
        4000.00000000
        NS
        USD
        89760.00000000
        0.014228886408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOOG INC
        549300WM2I4U7OBAHG07
        MOOG INC
        615394202
        
          
          
        
        2300.00000000
        NS
        USD
        201940.00000000
        0.032011823990
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROG Holdings Inc
        549300DHYTLBOVRXIG52
        PROG Holdings Inc
        74319R101
        
          
          
        
        21800.00000000
        NS
        USD
        627186.00000000
        0.099422441523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Hawaiian Inc
        5493002DJSH46F5OLV06
        First Hawaiian Inc
        32051X108
        
          
          
        
        106994.00000000
        NS
        USD
        2984062.66000000
        0.473037974886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arrowhead Pharmaceuticals Inc
        549300O3CSB8T7OZ3D66
        Arrowhead Pharmaceuticals Inc
        04280A100
        
          
          
        
        17800.00000000
        NS
        USD
        818622.00000000
        0.129769156079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WESCO International Inc
        529900TXOGREY3WNJ434
        WESCO International Inc
        95082P105
        
          
          
        
        18800.00000000
        NS
        USD
        2446632.00000000
        0.387843681061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIAMONDROCK HOSPITALITY CO
        529900KKD4BPVBUAQ734
        DIAMONDROCK HOSPITALITY CO
        252784301
        
          
          
        
        21200.00000000
        NS
        USD
        214120.00000000
        0.033942615394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANKUNITED INC
        96OVUWEW5D4YX6PFXD91
        BANKUNITED INC
        06652K103
        
          
          
        
        77767.00000000
        NS
        USD
        3418637.32000000
        0.541927385239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries Inc
        90278Q108
        
          
          
        
        10500.00000000
        NS
        USD
        810180.00000000
        0.128430917899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonos Inc
        549300WEPU6075I77M08
        Sonos Inc
        83570H108
        
          
          
        
        22800.00000000
        NS
        USD
        643416.00000000
        0.101995244848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Rent-A-Center Inc/TX
        529900QUHE15UQNCCJ63
        Rent-A-Center Inc/TX
        76009N100
        
          
          
        
        39600.00000000
        NS
        USD
        997524.00000000
        0.158128962634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NGM Biopharmaceuticals Inc
        5493008V5DSDZIGQOP17
        NGM Biopharmaceuticals Inc
        62921N105
        
          
          
        
        22700.00000000
        NS
        USD
        346175.00000000
        0.054876167029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Landstar System Inc
        254900CUQXQRL09MEI52
        Landstar System Inc
        515098101
        
          
          
        
        20554.00000000
        NS
        USD
        3100159.82000000
        0.491441866397
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOFA SECURITIES, INC.
        549300HN4UKV1E2R3U73
        BOFA SECURITIES INC
        000000000
        
          
        
        4517479.00000000
        PA
        USD
        4517479.00000000
        0.716117374611
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              6389923.47521841
              USD
              4607828.58027799
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        TPG RE Finance Trust Inc
        N/A
        TPG RE Finance Trust Inc
        87266M107
        
          
          
        
        22300.00000000
        NS
        USD
        263363.00000000
        0.041748687737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensient Technologies Corp
        CMMZHMFZQG86EI7WZU92
        Sensient Technologies Corp
        81725T100
        
          
          
        
        2500.00000000
        NS
        USD
        209875.00000000
        0.033269691789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Second Bancorp Inc
        549300XVJC1MPUT81C04
        Old Second Bancorp Inc
        680277100
        
          
          
        
        4176.00000000
        NS
        USD
        60593.76000000
        0.009605411409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConnectOne Bancorp Inc
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W107
        
          
          
        
        48600.00000000
        NS
        USD
        1555686.00000000
        0.246609618780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JFrog Ltd
        N/A
        JFrog Ltd
        000000000
        
          
          
        
        3500.00000000
        NS
        USD
        94325.00000000
        0.014952536881
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        eGain Corp
        N/A
        eGain Corp
        28225C806
        
          
          
        
        88400.00000000
        NS
        USD
        1023672.00000000
        0.162273981816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Minerals Technologies Inc
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158106
        
          
          
        
        4000.00000000
        NS
        USD
        264600.00000000
        0.041944778785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cornerstone Building Brands In
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925D109
        
          
          
        
        20600.00000000
        NS
        USD
        500992.00000000
        0.079417984176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paycor HCM Inc
        N/A
        Paycor HCM Inc
        70435P102
        
          
          
        
        70708.00000000
        NS
        USD
        2058309.88000000
        0.326286290960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Monarch Casino & Resort Inc
        549300AK5FF7KY11V997
        Monarch Casino & Resort Inc
        609027107
        
          
          
        
        20170.00000000
        NS
        USD
        1759429.10000000
        0.278907272818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Solaris Oilfield Infrastructur
        529900MTK3C8Y8TIIC10
        Solaris Oilfield Infrastructure Inc
        83418M103
        
          
          
        
        30800.00000000
        NS
        USD
        347732.00000000
        0.055122984945
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Vision Holdings Inc
        549300JHURCBLI5ROA42
        National Vision Holdings Inc
        63845R107
        
          
          
        
        41673.00000000
        NS
        USD
        1815692.61000000
        0.287826246668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        POPULAR INC
        5493008CARDZMVQ3LO89
        POPULAR INC
        733174700
        
          
          
        
        16500.00000000
        NS
        USD
        1348710.00000000
        0.213799480708
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        MORNINGSTAR INC
        529900YGNQPOVAXQ7F29
        MORNINGSTAR INC
        617700109
        
          
          
        
        10413.00000000
        NS
        USD
        2844519.21000000
        0.450917343211
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Innovative Industrial Properti
        5493008BQ0545EZXRR30
        Innovative Industrial Properties Inc
        45781V101
        
          
          
        
        300.00000000
        NS
        USD
        61620.00000000
        0.009768092474
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Game Technology
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        000000000
        
          
          
        
        10700.00000000
        NS
        USD
        264076.00000000
        0.041861713539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ASPEN TECHNOLOGY INC
        529900B0MZWTVFG7CB96
        ASPEN TECHNOLOGY INC
        045327103
        
          
          
        
        9282.00000000
        NS
        USD
        1534964.34000000
        0.243324790946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEGNA Inc
        549300YC5EDBGX85AO10
        TEGNA Inc
        87901J105
        
          
          
        
        77300.00000000
        NS
        USD
        1731520.00000000
        0.274483081490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritiv Corp
        529900VQARHWQROHAS58
        Veritiv Corp
        923454102
        
          
          
        
        10100.00000000
        NS
        USD
        1349259.00000000
        0.213886508991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732102
        
          
          
        
        20600.00000000
        NS
        USD
        906812.00000000
        0.143749163793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        StepStone Group Inc
        N/A
        StepStone Group Inc
        85914M107
        
          
          
        
        98149.00000000
        NS
        USD
        3244805.94000000
        0.514371380780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stericycle Inc
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912108
        
          
          
        
        58706.00000000
        NS
        USD
        3458957.52000000
        0.548319002282
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions
        549300O1NPY4J56QCU04
        Donnelley Financial Solutions Inc
        25787G100
        
          
          
        
        35500.00000000
        NS
        USD
        1180730.00000000
        0.187171045559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellium SE
        724500KRJEMC79KAAU28
        Constellium SE
        000000000
        
          
          
        
        22100.00000000
        NS
        USD
        397800.00000000
        0.063059837493
        Long
        EC
        CORP
        FR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FS Bancorp Inc
        N/A
        FS Bancorp Inc
        30263Y104
        
          
          
        
        2300.00000000
        NS
        USD
        71300.00000000
        0.011302580224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Encompass Health Corp
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261A100
        
          
          
        
        72406.00000000
        NS
        USD
        5148790.66000000
        0.816193821788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdaptHealth Corp
        N/A
        AdaptHealth Corp
        00653Q102
        
          
          
        
        62600.00000000
        NS
        USD
        1003478.00000000
        0.159072799417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide C
        549300WA6BT5H4F7IO94
        Marriott Vacations Worldwide Corp
        57164Y107
        
          
          
        
        6900.00000000
        NS
        USD
        1088130.00000000
        0.172491958199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BM Technologies Inc
        N/A
        BM Technologies Inc
        05591L107
        
          
          
        
        4770.00000000
        NS
        USD
        40783.50000000
        0.006465060036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Andersons Inc/The
        L38MWB8MVRFV7HVJPU11
        Andersons Inc/The
        034164103
        
          
          
        
        14400.00000000
        NS
        USD
        723744.00000000
        0.114728956829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Alliance Bancorp
        5493003VJXZ5JXT9S762
        Western Alliance Bancorp
        957638109
        
          
          
        
        51568.00000000
        NS
        USD
        4270861.76000000
        0.677023249227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAGE THERAPEUTICS INC
        5493000JX4BJS9W6CN35
        SAGE THERAPEUTICS INC
        78667J108
        
          
          
        
        7300.00000000
        NS
        USD
        241630.00000000
        0.038303540808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Costamare Inc
        5299003L6NPTZ25LN818
        Costamare Inc
        000000000
        
          
          
        
        48700.00000000
        NS
        USD
        830335.00000000
        0.131625917961
        Long
        EC
        CORP
        MC
        N
        
        1
        
          N
          N
          N
        
      
      
        Atkore Inc
        52990002TI38AM4RPV48
        Atkore Inc
        047649108
        
          
          
        
        17700.00000000
        NS
        USD
        1742388.00000000
        0.276205892736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arconic Corp
        549300B4YFWH3U74B152
        Arconic Corp
        03966V107
        
          
          
        
        19600.00000000
        NS
        USD
        502152.00000000
        0.079601869072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Axle & Manufacturing
        N/A
        American Axle & Manufacturing Holdings Inc
        024061103
        
          
          
        
        57100.00000000
        NS
        USD
        443096.00000000
        0.070240225625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ambarella Inc
        254900XN7F4DG0CEKC02
        Ambarella Inc
        000000000
        
          
          
        
        3300.00000000
        NS
        USD
        346236.00000000
        0.054885836838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MOELIS & CO
        549300891QNU7VTQUR83
        MOELIS & CO - CLASS A
        60786M105
        
          
          
        
        58267.00000000
        NS
        USD
        2735635.65000000
        0.433656962117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Office REIT Inc
        5493003J7157VP25NL57
        City Office REIT Inc
        178587101
        
          
          
        
        14400.00000000
        NS
        USD
        254304.00000000
        0.040312641814
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Essent Group Ltd
        254900QUO860OUT6ZF83
        Essent Group Ltd
        000000000
        
          
          
        
        27700.00000000
        NS
        USD
        1141517.00000000
        0.180954943479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicell Inc
        5493008RH0GTKHHPZI77
        Omnicell Inc
        68213N109
        
          
          
        
        12400.00000000
        NS
        USD
        1605676.00000000
        0.254534106654
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenable Holdings Inc
        5493004S5OMPESF0EF83
        Tenable Holdings Inc
        88025T102
        
          
          
        
        5400.00000000
        NS
        USD
        312066.00000000
        0.049469158489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Frequency Therapeutics Inc
        N/A
        Frequency Therapeutics Inc
        35803L108
        
          
          
        
        74800.00000000
        NS
        USD
        158576.00000000
        0.025137699322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progyny Inc
        N/A
        Progyny Inc
        74340E103
        
          
          
        
        50418.00000000
        NS
        USD
        2591485.20000000
        0.410806022068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SI-BONE Inc
        549300J8JGYVJJHV9C31
        SI-BONE Inc
        825704109
        
          
          
        
        21600.00000000
        NS
        USD
        488160.00000000
        0.077383836779
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Storage Affiliates Tr
        N/A
        National Storage Affiliates Trust
        637870106
        
          
          
        
        22100.00000000
        NS
        USD
        1386996.00000000
        0.219868633393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kite Realty Group Trust
        N/A
        Kite Realty Group Trust
        49803T300
        
          
          
        
        47428.00000000
        NS
        USD
        1079935.56000000
        0.171192963592
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Assets Trust Inc
        N/A
        American Assets Trust Inc
        024013104
        
          
          
        
        3600.00000000
        NS
        USD
        136404.00000000
        0.021622961471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mustang Bio Inc
        5493004W0VC1DPECQ779
        Mustang Bio Inc
        62818Q104
        
          
          
        
        113300.00000000
        NS
        USD
        114433.00000000
        0.018140086435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nelnet Inc
        549300T6B0Q52I6OM558
        Nelnet Inc
        64031N108
        
          
          
        
        3500.00000000
        NS
        USD
        297465.00000000
        0.047154586626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNB Corp/PA
        PCYSKIGYNYFDTBLVZU83
        FNB Corp/PA
        302520101
        
          
          
        
        46700.00000000
        NS
        USD
        581415.00000000
        0.092166755697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lannett Co Inc
        5299001DJ6C90XX17G45
        Lannett Co Inc
        516012101
        
          
          
        
        165300.00000000
        NS
        USD
        130239.87000000
        0.020645814573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asana Inc
        N/A
        Asana Inc
        04342Y104
        
          
          
        
        20800.00000000
        NS
        USD
        831376.00000000
        0.131790938803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SAREPTA THERAPEUTICS INC
        549300IKDPIED8J8IG21
        SAREPTA THERAPEUTICS INC
        803607100
        
          
          
        
        17300.00000000
        NS
        USD
        1351476.00000000
        0.214237951071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diodes Inc
        549300XP2X1ARVH3BX23
        Diodes Inc
        254543101
        
          
          
        
        5100.00000000
        NS
        USD
        443649.00000000
        0.070327887994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quaker Chemical Corp
        549300PJQ1R3WCWCPS54
        Quaker Chemical Corp
        747316107
        
          
          
        
        17967.00000000
        NS
        USD
        3104877.27000000
        0.492189683467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Metropolitan Bank Holding Corp
        N/A
        Metropolitan Bank Holding Corp
        591774104
        
          
          
        
        2400.00000000
        NS
        USD
        244248.00000000
        0.038718549995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Commerce Bancshares Inc/MO
        N/A
        Commerce Bancshares Inc/MO
        200525103
        
          
          
        
        35430.00000000
        NS
        USD
        2536433.70000000
        0.402079177815
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cara Therapeutics Inc
        549300COVOY41P0GZ881
        Cara Therapeutics Inc
        140755109
        
          
          
        
        9600.00000000
        NS
        USD
        116640.00000000
        0.018489943301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gritstone bio Inc
        5493003TER6KY3MUVY84
        Gritstone bio Inc
        39868T105
        
          
          
        
        4600.00000000
        NS
        USD
        18952.00000000
        0.003004298743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Global Medical REIT Inc
        549300HFRIPQDYU3GU60
        Global Medical REIT Inc
        37954A204
        
          
          
        
        6700.00000000
        NS
        USD
        109344.00000000
        0.017333370716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACCO Brands Corp
        JCT8P4Y190IH4I1NX328
        ACCO Brands Corp
        00081T108
        
          
          
        
        42250.00000000
        NS
        USD
        338000.00000000
        0.053580254079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PBF Energy Inc
        2549003PBEDCSZMZIY02
        PBF Energy Inc
        69318G106
        
          
          
        
        2500.00000000
        NS
        USD
        60925.00000000
        0.009657920058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amkor Technology Inc
        529900VHLRTKPWZJBM84
        Amkor Technology Inc
        031652100
        
          
          
        
        39900.00000000
        NS
        USD
        866628.00000000
        0.137379137373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walker & Dunlop Inc
        N/A
        Walker & Dunlop Inc
        93148P102
        
          
          
        
        12400.00000000
        NS
        USD
        1604808.00000000
        0.254396510025
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RLI CORP/DE
        529900AMTJE5ECN9PS55
        RLI CORP/DE
        749607107
        
          
          
        
        46091.00000000
        NS
        USD
        5099047.33000000
        0.808308436403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP CO
        549300EUK8GR9IT1YK57
        PERFORMANCE FOOD GROUP CO
        71377A103
        
          
          
        
        101264.00000000
        NS
        USD
        5155350.24000000
        0.817233655999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Infrastructure Corp
        N/A
        Brookfield Infrastructure Corp
        11275Q107
        
          
          
        
        9800.00000000
        NS
        USD
        739312.00000000
        0.117196818946
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704L104
        
          
          
        
        20500.00000000
        NS
        USD
        3425345.00000000
        0.542990696478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050N103
        
          
          
        
        11200.00000000
        NS
        USD
        463120.00000000
        0.073414459376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp
        5493000JSMHPHZURLM72
        Lions Gate Entertainment Corp
        535919401
        
          
          
        
        64500.00000000
        NS
        USD
        1048125.00000000
        0.166150307121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merit Medical Systems Inc
        549300OYTY138SP2CE83
        Merit Medical Systems Inc
        589889104
        
          
          
        
        6800.00000000
        NS
        USD
        452336.00000000
        0.071704963932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gladstone Commercial Corp
        529900EVVV534W8R0T32
        Gladstone Commercial Corp
        376536108
        
          
          
        
        10400.00000000
        NS
        USD
        229008.00000000
        0.036302682917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coeur Mining Inc
        5493003AVK173D48DR70
        Coeur Mining Inc
        192108504
        
          
          
        
        31500.00000000
        NS
        USD
        140175.00000000
        0.022220745904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        nLight Inc
        N/A
        nLight Inc
        65487K100
        
          
          
        
        84435.00000000
        NS
        USD
        1464102.90000000
        0.232091731894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aduro Biotech CVR
        N/A
        Aduro Biotech CVR
        000000000
        
          
        
        28260.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        Medifast Inc
        5299000YHQJ21T5KKI80
        Medifast Inc
        58470H101
        
          
          
        
        2400.00000000
        NS
        USD
        409872.00000000
        0.064973508580
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independence Realty Trust Inc
        549300Z3L8NU44NQEB29
        Independence Realty Trust Inc
        45378A106
        
          
          
        
        19800.00000000
        NS
        USD
        523512.00000000
        0.082987887495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
          
        
        30433.00000000
        NS
        USD
        291852.47000000
        0.046264880166
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SPS Commerce Inc
        2549006XVF9GCCETDQ72
        SPS Commerce Inc
        78463M107
        
          
          
        
        800.00000000
        NS
        USD
        104960.00000000
        0.016638412627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neogen Corp
        549300HJT9FC36N4UW43
        Neogen Corp
        640491106
        
          
          
        
        31959.00000000
        NS
        USD
        985615.56000000
        0.156241219317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piedmont Office Realty Trust I
        N/A
        Piedmont Office Realty Trust Inc
        720190206
        
          
          
        
        23300.00000000
        NS
        USD
        401226.00000000
        0.063602932021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inozyme Pharma Inc
        N/A
        Inozyme Pharma Inc
        45790W108
        
          
          
        
        61800.00000000
        NS
        USD
        252762.00000000
        0.040068201720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schrodinger Inc/United States
        N/A
        Schrodinger Inc/United States
        80810D103
        
          
          
        
        17600.00000000
        NS
        USD
        600512.00000000
        0.095194040052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novanta Inc
        N/A
        Novanta Inc
        67000B104
        
          
          
        
        25073.00000000
        NS
        USD
        3567637.17000000
        0.565547059265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cushman & Wakefield PLC
        N/A
        Cushman & Wakefield PLC
        000000000
        
          
          
        
        174007.00000000
        NS
        USD
        3568883.57000000
        0.565744640415
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Select Energy Services Inc
        54930094OK8LA3QDW486
        Select Energy Services Inc
        81617J301
        
          
          
        
        71900.00000000
        NS
        USD
        616183.00000000
        0.097678229879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Retail Opportunity Investments
        N/A
        Retail Opportunity Investments Corp
        76131N101
        
          
          
        
        30700.00000000
        NS
        USD
        595273.00000000
        0.094363546114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Warrior Met Coal Inc
        549300152B1S9YKBYV79
        Warrior Met Coal Inc
        93627C101
        
          
          
        
        3297.00000000
        NS
        USD
        122351.67000000
        0.019395365578
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synaptics Inc
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157D109
        
          
          
        
        800.00000000
        NS
        USD
        159600.00000000
        0.025300025299
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tronox Holdings PLC
        549300NRVC84SGJSXV06
        Tronox Holdings PLC
        000000000
        
          
          
        
        30500.00000000
        NS
        USD
        603595.00000000
        0.095682761719
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Myriad Genetics Inc
        52990044IHUOUMETT163
        Myriad Genetics Inc
        62855J104
        
          
          
        
        35700.00000000
        NS
        USD
        899640.00000000
        0.142612247869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Akebia Therapeutics Inc
        549300CBQEHMKEEGNX42
        Akebia Therapeutics Inc
        00972D105
        
          
          
        
        233000.00000000
        NS
        USD
        167270.70000000
        0.026515995875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc
        12008R107
        
          
          
        
        43818.00000000
        NS
        USD
        2828013.72000000
        0.448300868809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Douglas Dynamics Inc
        529900CDFLKNQ0QT6580
        Douglas Dynamics Inc
        25960R105
        
          
          
        
        41073.00000000
        NS
        USD
        1420715.07000000
        0.225213829660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tupperware Brands Corp
        G8NWFN4YP7CR6FOP4886
        Tupperware Brands Corp
        899896104
        
          
          
        
        9000.00000000
        NS
        USD
        175050.00000000
        0.027749181883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Employers Holdings Inc
        N/A
        Employers Holdings Inc
        292218104
        
          
          
        
        608.00000000
        NS
        USD
        24940.16000000
        0.003953550620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanex Building Products Corp
        5493000TL30VL5WOAW87
        Quanex Building Products Corp
        747619104
        
          
          
        
        16000.00000000
        NS
        USD
        335840.00000000
        0.053237847722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investors Bancorp Inc
        N/A
        Investors Bancorp Inc
        46146L101
        
          
          
        
        122800.00000000
        NS
        USD
        1833404.00000000
        0.290633882101
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryman Hospitality Properties I
        529900GCCWW9SRMPJR11
        Ryman Hospitality Properties Inc
        78377T107
        
          
          
        
        29995.00000000
        NS
        USD
        2782636.15000000
        0.441107550081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AZZ Inc
        549300HD1X2NFLWPYC83
        AZZ Inc
        002474104
        
          
          
        
        12100.00000000
        NS
        USD
        583704.00000000
        0.092529611323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSA SAFETY INC
        529900DVA3258XK11O39
        MSA SAFETY INC
        553498106
        
          
          
        
        33126.00000000
        NS
        USD
        4395820.20000000
        0.696831843797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MidWestOne Financial Group Inc
        N/A
        MidWestOne Financial Group Inc
        598511103
        
          
          
        
        2000.00000000
        NS
        USD
        66200.00000000
        0.010494120769
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schnitzer Steel Industries Inc
        549300F62TK8VRDSM285
        Schnitzer Steel Industries Inc
        806882106
        
          
          
        
        5900.00000000
        NS
        USD
        306446.00000000
        0.048578267874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Louisiana-Pacific Corp
        549300C7E2UAO5BVRR75
        Louisiana-Pacific Corp
        546347105
        
          
          
        
        9800.00000000
        NS
        USD
        608776.00000000
        0.096504061412
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Group 1 Automotive Inc
        549300US8QAZJLWYAF63
        Group 1 Automotive Inc
        398905109
        
          
          
        
        5750.00000000
        NS
        USD
        965022.50000000
        0.152976777344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dime Community Bancshares Inc
        N/A
        Dime Community Bancshares Inc
        25432X102
        
          
          
        
        3800.00000000
        NS
        USD
        131366.00000000
        0.020824330347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federated Hermes Inc
        R05X5UQ874RGFF7HHD84
        Federated Hermes Inc
        314211103
        
          
          
        
        1600.00000000
        NS
        USD
        54496.00000000
        0.008638785580
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hillman Solutions Corp
        N/A
        Hillman Solutions Corp
        431636109
        
          
          
        
        230486.00000000
        NS
        USD
        2738173.68000000
        0.434059294343
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avis Budget Group Inc
        529900E95812SYWMCE44
        Avis Budget Group Inc
        053774105
        
          
          
        
        2500.00000000
        NS
        USD
        658250.00000000
        0.104346752212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Provident Bancorp Inc
        N/A
        Provident Bancorp Inc
        74383L105
        
          
          
        
        16100.00000000
        NS
        USD
        261142.00000000
        0.041396611570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABM INDUSTRIES INC
        QF02R89VEIOROM77J447
        ABM INDUSTRIES INC
        000957100
        
          
          
        
        55400.00000000
        NS
        USD
        2550616.00000000
        0.404327376742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UniFirst Corp/MA
        5493003XBTNWBC8UK019
        UniFirst Corp/MA
        904708104
        
          
          
        
        11056.00000000
        NS
        USD
        2037399.68000000
        0.322971575490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inspire Medical Systems Inc
        549300XQQCQ7HCJKTW25
        Inspire Medical Systems Inc
        457730109
        
          
          
        
        3100.00000000
        NS
        USD
        795739.00000000
        0.126141709470
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ortho Clinical Diagnostics Hol
        N/A
        Ortho Clinical Diagnostics Holdings PLC
        000000000
        
          
          
        
        210364.00000000
        NS
        USD
        3925392.24000000
        0.622258915919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CATHAY GENERAL BANCORP
        549300K1SLJ8C97H5L68
        CATHAY GENERAL BANCORP
        149150104
        
          
          
        
        5100.00000000
        NS
        USD
        228225.00000000
        0.036178560613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mid Penn Bancorp Inc
        N/A
        Mid Penn Bancorp Inc
        59540G107
        
          
          
        
        2000.00000000
        NS
        USD
        53620.00000000
        0.008499920780
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Academy Sports & Outdoors Inc
        N/A
        Academy Sports & Outdoors Inc
        00402L107
        
          
          
        
        18200.00000000
        NS
        USD
        717080.00000000
        0.113672569808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Zymergen Inc
        254900B6L3GN956CY454
        Zymergen Inc
        98985X100
        
          
          
        
        47300.00000000
        NS
        USD
        136697.00000000
        0.021669408260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casey's General Stores Inc
        549300CAFWSI86V66Q65
        Casey's General Stores Inc
        147528103
        
          
          
        
        17949.00000000
        NS
        USD
        3556953.33000000
        0.563853441331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality REIT Inc
        549300EVZAR0FBZO4F16
        Apple Hospitality REIT Inc
        03784Y200
        
          
          
        
        70500.00000000
        NS
        USD
        1266885.00000000
        0.200828462098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old National Bancorp/IN
        549300MMK90CL5KMVX16
        Old National Bancorp/IN
        680033107
        
          
          
        
        37000.00000000
        NS
        USD
        606060.00000000
        0.096073517122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HomeStreet Inc
        N/A
        HomeStreet Inc
        43785V102
        
          
          
        
        5900.00000000
        NS
        USD
        279542.00000000
        0.044313406467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essential Properties Realty Tr
        N/A
        Essential Properties Realty Trust Inc
        29670E107
        
          
          
        
        10800.00000000
        NS
        USD
        273240.00000000
        0.043314404214
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iRhythm Technologies Inc
        549300FJI72RJGDQS384
        iRhythm Technologies Inc
        450056106
        
          
          
        
        18400.00000000
        NS
        USD
        2897448.00000000
        0.459307692372
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ooma Inc
        N/A
        Ooma Inc
        683416101
        
          
          
        
        19100.00000000
        NS
        USD
        286309.00000000
        0.045386121198
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biohaven Pharmaceutical Holdin
        5299007STZTNN32O9920
        Biohaven Pharmaceutical Holding Co Ltd
        000000000
        
          
          
        
        3600.00000000
        NS
        USD
        426852.00000000
        0.067665203000
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DigitalOcean Holdings Inc
        549300EPISPY3RE3DL21
        DigitalOcean Holdings Inc
        25402D102
        
          
          
        
        17953.00000000
        NS
        USD
        1038581.05000000
        0.164637386216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ServisFirst Bancshares Inc
        N/A
        ServisFirst Bancshares Inc
        81768T108
        
          
          
        
        16208.00000000
        NS
        USD
        1544460.32000000
        0.244830107577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        National CineMedia Inc
        N/A
        National CineMedia Inc
        635309107
        
          
          
        
        94800.00000000
        NS
        USD
        240792.00000000
        0.038170699823
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alpha & Omega Semiconductor Lt
        5493001FE7J03YOV2V35
        Alpha & Omega Semiconductor Ltd
        000000000
        
          
          
        
        23700.00000000
        NS
        USD
        1295205.00000000
        0.205317789896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ellington Financial Inc
        60GS1D1R1YY5G1W7IT74
        Ellington Financial Inc
        28852N109
        
          
          
        
        25200.00000000
        NS
        USD
        447300.00000000
        0.070906649851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        Macy's Inc
        55616P104
        
          
          
        
        59300.00000000
        NS
        USD
        1444548.00000000
        0.228991860561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kennedy-Wilson Holdings Inc
        549300MOI1T78144X610
        Kennedy-Wilson Holdings Inc
        489398107
        
          
          
        
        21600.00000000
        NS
        USD
        526824.00000000
        0.083512910577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GRAY TELEVISION INC
        529900TM5726KDN7UU35
        GRAY TELEVISION INC
        389375106
        
          
          
        
        23600.00000000
        NS
        USD
        520852.00000000
        0.082566220407
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mr Cooper Group Inc
        549300KD8C6DPXYC2M26
        Mr Cooper Group Inc
        62482R107
        
          
          
        
        16550.00000000
        NS
        USD
        755838.50000000
        0.119816623884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Covetrus Inc
        5493009S30DUFCF75V87
        Covetrus Inc
        22304C100
        
          
          
        
        134334.00000000
        NS
        USD
        2255467.86000000
        0.357540062150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ingevity Corp
        5493009UTFC4B5IMGF87
        Ingevity Corp
        45688C107
        
          
          
        
        10200.00000000
        NS
        USD
        653514.00000000
        0.103595994569
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDACORP INC
        N134NUJDWN8UEFA8B673
        IDACORP INC
        451107106
        
          
          
        
        3300.00000000
        NS
        USD
        380688.00000000
        0.060347218239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coherus Biosciences Inc
        5493007IL8W5MV932D26
        Coherus Biosciences Inc
        19249H103
        
          
          
        
        22200.00000000
        NS
        USD
        286602.00000000
        0.045432567987
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackline Inc
        529900P9N7PK9LV5EK56
        Blackline Inc
        09239B109
        
          
          
        
        3900.00000000
        NS
        USD
        285558.00000000
        0.045267071581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Worthington Industries Inc
        1WRCIANKYOIK6KYE5E82
        Worthington Industries Inc
        981811102
        
          
          
        
        2300.00000000
        NS
        USD
        118243.00000000
        0.018744053204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Financial Institutions Inc
        N/A
        Financial Institutions Inc
        317585404
        
          
          
        
        11200.00000000
        NS
        USD
        337456.00000000
        0.053494018404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpringWorks Therapeutics Inc
        N/A
        SpringWorks Therapeutics Inc
        85205L107
        
          
          
        
        11700.00000000
        NS
        USD
        660348.00000000
        0.104679330239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jounce Therapeutics Inc
        5493004MZJQIV2K8ZT61
        Jounce Therapeutics Inc
        481116101
        
          
          
        
        13500.00000000
        NS
        USD
        91665.00000000
        0.014530869793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crocs Inc
        549300B0J6YCXD63OG72
        Crocs Inc
        227046109
        
          
          
        
        3300.00000000
        NS
        USD
        252120.00000000
        0.039966430942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trinseo PLC
        549300TJ3HIGDA2Z8315
        Trinseo PLC
        000000000
        
          
          
        
        5400.00000000
        NS
        USD
        258768.00000000
        0.041020281620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Radiant Logistics Inc
        549300HWCW2HBOG4GN20
        Radiant Logistics Inc
        75025X100
        
          
          
        
        26000.00000000
        NS
        USD
        165620.00000000
        0.026254324498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synovus Financial Corp
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C501
        
          
          
        
        14300.00000000
        NS
        USD
        700700.00000000
        0.111075988264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WW International Inc
        SGT8R1MU6ESIC7UJC518
        WW International Inc
        98262P101
        
          
          
        
        10200.00000000
        NS
        USD
        104346.00000000
        0.016541080450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agree Realty Corp
        N/A
        Agree Realty Corp
        008492100
        
          
          
        
        2000.00000000
        NS
        USD
        132720.00000000
        0.021038968406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Relay Therapeutics Inc
        N/A
        Relay Therapeutics Inc
        75943R102
        
          
          
        
        33100.00000000
        NS
        USD
        990683.00000000
        0.157044517314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Inc
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Inc
        48020Q107
        
          
          
        
        1053.00000000
        NS
        USD
        252151.38000000
        0.039971405345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Financial Bancorp
        549300D3F5B3EZMY7P77
        First Financial Bancorp
        320209109
        
          
          
        
        111748.00000000
        NS
        USD
        2575791.40000000
        0.408318217951
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brady Corp
        549300G2LEQOFQC8GY34
        Brady Corp
        104674106
        
          
          
        
        57599.00000000
        NS
        USD
        2665105.73000000
        0.422476456100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thor Industries Inc
        254900XZO1228PDSG060
        Thor Industries Inc
        885160101
        
          
          
        
        25680.00000000
        NS
        USD
        2021016.00000000
        0.320374410587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Virtus Investment Partners Inc
        549300HWF93HB8BDM648
        Virtus Investment Partners Inc
        92828Q109
        
          
          
        
        1475.00000000
        NS
        USD
        353985.25000000
        0.056114259276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RCI Hospitality Holdings Inc
        529900COXP1MLE1UKG69
        RCI Hospitality Holdings Inc
        74934Q108
        
          
          
        
        2700.00000000
        NS
        USD
        165942.00000000
        0.026305368409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Customers Bancorp Inc
        549300WLBCHYKZ53FN68
        Customers Bancorp Inc
        23204G100
        
          
          
        
        15200.00000000
        NS
        USD
        792528.00000000
        0.125632697056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        Wendy's Co/The
        95058W100
        
          
          
        
        154422.00000000
        NS
        USD
        3392651.34000000
        0.537808049704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunge Ltd
        5493007M0RIN8HY3MM77
        Bunge Ltd
        000000000
        
          
          
        
        3400.00000000
        NS
        USD
        376754.00000000
        0.059723594809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextGen Healthcare Inc
        N/A
        NextGen Healthcare Inc
        65343C102
        
          
          
        
        78800.00000000
        NS
        USD
        1647708.00000000
        0.261197080735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001K100
        
          
          
        
        16600.00000000
        NS
        USD
        590462.00000000
        0.093600899361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tivity Health Inc
        U5UKZMHGMOP0CPFG4B24
        Tivity Health Inc
        88870R102
        
          
          
        
        27700.00000000
        NS
        USD
        891109.00000000
        0.141259901279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xenia Hotels & Resorts Inc
        54930075IWIPHF5IQL62
        Xenia Hotels & Resorts Inc
        984017103
        
          
          
        
        42400.00000000
        NS
        USD
        817896.00000000
        0.129654069498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RBC DOMINION SECURITIES INC.
        549300QJJX6CVVUXLE15
        RBC DOMINION SECURITIES INC
        000000000
        
          
        
        4517479.00000000
        PA
        USD
        4517479.00000000
        0.716117374611
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              6211626.63085764
              USD
              2107161.50686708
              USD
              AMBS
            
            
              3385114.06103457
              USD
              2500667.12099811
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        NORTHWESTERN CORP
        3BPWMBHR1R9SHUN7J795
        NORTHWESTERN CORP
        668074305
        
          
          
        
        48656.00000000
        NS
        USD
        2943201.44000000
        0.466560594562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Liquidity FedFund
        549300T8K043VZEOVK74
        BlackRock Liquidity FedFund
        09248U700
        
          
          
        
        19504676.85000000
        NS
        USD
        19504676.85000000
        3.091909885681
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794107
        
          
          
        
        58900.00000000
        NS
        USD
        766878.00000000
        0.121566621561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-20
      Voya Investors Trust
      Tin Bui
      Tin Bui
      Vice President
    
  
  XXXX



 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: 97.3%
     Communication Services: 2.0%
44,800 (1),(2)  AMC Entertainment Holdings, Inc. $ 1,103,872   0.2
28,400 (2)  Cars.com, Inc. 409,812   0.1
29,300 (2)  Cinemark Holdings, Inc. 506,304   0.1
43,300 (2)  Fluent, Inc. 90,064   0.0
23,600    Gray Television, Inc. 520,852   0.1
41,700 (2)  IDT Corp. 1,421,553   0.2
69,800 (2)  Imax Corp. 1,321,314   0.2
30,433 (2)  Liberty Latin America Ltd. 291,853   0.0
33,800 (2)  Liberty Latin America Ltd. - Class A 327,860   0.0
569,300 (2)  Liberty TripAdvisor Holdings, Inc. 1,167,065   0.2
64,500 (2)  Lions Gate Entertainment Corp. - Class A 1,048,125   0.2
94,800    National CineMedia, Inc. 240,792   0.0
19,100 (2)  Ooma, Inc. 286,309   0.0
17,900    Sinclair Broadcast Group, Inc. 501,558   0.1
77,300    TEGNA, Inc. 1,731,520   0.3
24,100 (2)  Yelp, Inc. 822,051   0.1
11,500 (2)  Ziff Davis, Inc. 1,112,970   0.2
      12,903,874   2.0
          
     Consumer Discretionary: 8.9%
5,150    Aaron's Co., Inc./The 103,412   0.0
18,200 (1)  Academy Sports & Outdoors, Inc. 717,080   0.1
64,051    Acushnet Holdings Corp. 2,578,693   0.4
57,100 (2)  American Axle & Manufacturing Holdings, Inc. 443,096   0.1
4,500 (2)  Asbury Automotive Group, Inc. 720,900   0.1
36,300    Bloomin Brands, Inc. 796,422   0.1
5,200    Boyd Gaming Corp. 342,056   0.1
27,210 (2)  Bright Horizons Family Solutions, Inc. 3,610,495   0.6
6,861 (2)  Brinker International, Inc. 261,880   0.0
48,545    Brunswick Corp. 3,926,805   0.6
25,033    Carter's, Inc. 2,302,786   0.4
3,300 (2)  CROCS, Inc. 252,120   0.0
7,450 (2)  Deckers Outdoor Corp. 2,039,586   0.3
6,500 (1)  Dillards, Inc. 1,744,535   0.3
6,900    Dine Brands Global, Inc. 537,855   0.1
9,283 (2)  Genesco, Inc. 590,492   0.1
4,500 (2)  G-III Apparel Group Ltd. 121,725   0.0
43,749 (2)  Goodyear Tire & Rubber Co. 625,173   0.1
5,750    Group 1 Automotive, Inc. 965,022   0.2
17,600 (1)  Guess?, Inc. 384,560   0.1
2,300 (2)  Helen of Troy Ltd. 450,432   0.1
11,700    Hibbett, Inc. 518,778   0.1
10,700 (1)  International Game Technology PLC 264,076   0.0
11,200    Kontoor Brands, Inc. 463,120   0.1
30,046    LCI Industries 3,119,075   0.5
107,929 (2)  Leslie's, Inc. 2,089,505   0.3
33,700    Lifetime Brands, Inc.   432,708   0.1
59,300    Macy's, Inc. 1,444,548   0.2
6,900    Marriott Vacations Worldwide Corp. 1,088,130   0.2
4,300 (2)  Meritage Homes Corp. 340,689   0.1
20,170 (2)  Monarch Casino & Resort, Inc. 1,759,429   0.3
13,500    Movado Group, Inc. 527,175   0.1
41,673 (2)  National Vision Holdings, Inc. 1,815,693   0.3
4,796 (2)  ODP Corp./The 219,801   0.0
3,500 (2)  Overstock.com, Inc. 154,017   0.0
7,300    Patrick Industries, Inc. 440,190   0.1
37,752 (2)  Planet Fitness, Inc. 3,189,289   0.5
12,700 (1),(2)  PLBY Group, Inc. 166,243   0.0
2,700    RCI Hospitality Holdings, Inc. 165,942   0.0
39,600    Rent-A-Center, Inc. 997,524   0.2
8,000 (2)  Scientific Games Corp. 470,000   0.1
9,900 (2)  SeaWorld Entertainment, Inc. 742,845   0.1
9,500    Shutterstock, Inc. 884,260   0.1
18,900    Signet Jewelers Ltd. 1,374,030   0.2
22,800 (1),(2)  Sonos, Inc. 643,416   0.1
25,680 (1)  Thor Industries, Inc. 2,021,016   0.3
92,900 (2)  Tri Pointe Homes, Inc. 1,865,432   0.3
9,000 (2)  Tupperware Brands Corp. 175,050   0.0
10,500 (2)  Universal Electronics, Inc. 328,020   0.0
159,172    Wendy's Company 3,497,009   0.6
10,200 (2)  WW International, Inc. 104,346   0.0
22,872 (1),(2)  Xometry, Inc. 840,546   0.1
13,500 (2)  Zumiez, Inc. 515,835   0.1
      56,172,862   8.9
          
     Consumer Staples: 4.9%
14,400    Andersons, Inc. 723,744   0.1
94,473 (2)  BJ's Wholesale Club Holdings, Inc. 6,387,320   1.0
3,400    Bunge Ltd. 376,754   0.1
17,949    Casey's General Stores, Inc. 3,556,953   0.6
39,300 (2)  Central Garden & Pet Co. - Class A - CENTA 1,602,654   0.2
700    Coca-Cola Consolidated, Inc. 347,795   0.1
17,400 (2)  Darling Ingredients, Inc. 1,398,612   0.2
29,100    Edgewell Personal Care Co. 1,067,097   0.2
25,400 (2)  elf Beauty, Inc. 656,082   0.1
2,400    Medifast, Inc. 409,872   0.1
101,264 (2)  Performance Food Group Co. 5,155,350   0.8
227,719    Primo Water Corp. 3,244,996   0.5
3,600 (2)  Seneca Foods Corp. 185,544   0.0
18,500    SpartanNash Co. 610,315   0.1
63,800 (2)  Sprouts Farmers Market, Inc. 2,040,324   0.3
17,400 (2)  United Natural Foods, Inc. 719,490   0.1
154,849    Utz Brands, Inc. 2,288,668   0.4
      30,771,570   4.9

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Energy: 3.2%
62,100 (2)  Antero Resources Corp. $ 1,895,913   0.3
7,400 (1)  Arch Resources, Inc. 1,016,612   0.2
48,400    Berry Corp. 499,488   0.1
31,900 (2)  ChampionX Corp. 780,912   0.1
14,300 (2)  CNX Resources Corp. 296,296   0.0
12,600    CVR Energy, Inc. 321,804   0.1
6,920 (2)  Delek US Holdings, Inc. 146,842   0.0
13,200 (2)  Green Plains, Inc. 409,332   0.1
33,500    Magnolia Oil & Gas Corp. 792,275   0.1
27,200    Matador Resources Co. 1,441,056   0.2
13,700 (2)  National Energy Services Reunited Corp. 115,080   0.0
50,600 (2)  Newpark Resources, Inc. 185,196   0.0
91,900 (2)  NexTier Oilfield Solutions, Inc. 849,156   0.1
3,500    Oasis Petroleum, Inc. 512,050   0.1
25,400 (2)  Oil States International, Inc. 176,530   0.0
88,300    Ovintiv, Inc. 4,774,381   0.8
32,600    Patterson-UTI Energy, Inc. 504,648   0.1
2,500 (2)  PBF Energy, Inc. 60,925   0.0
32,900    PDC Energy, Inc. 2,391,172   0.4
9,400 (2)  Peabody Energy Corp. 230,582   0.0
1,100 (2)  REX American Resources Corp. 109,560   0.0
71,900 (2)  Select Energy Services, Inc. 616,183   0.1
19,500    SFL Corp. Ltd. 198,510   0.0
11,500    SM Energy Co. 447,925   0.1
30,800    Solaris Oilfield Infrastructure, Inc. 347,732   0.1
138,900 (2)  Southwestern Energy Co. 995,913   0.2
      20,116,073   3.2
          
     Financials: 16.1%
11,100    Amalgamated Financial Corp. 199,467   0.0
7,064    American Equity Investment Life Holding Co. 281,924   0.1
6,882    Ameris Bancorp. 301,982   0.1
33,900    Ares Commercial Real Estate Corp. 526,128   0.1
74,511 (2)  AssetMark Financial Holdings, Inc. 1,657,870   0.3
10,400    Associated Banc-Corp. 236,704   0.0
9,400 (2)  Axos Financial, Inc. 436,066   0.1
14,400    Banc of California, Inc. 278,784   0.0
29,300    Bank of NT Butterfield & Son Ltd. 1,051,284   0.2
77,767    BankUnited, Inc. 3,418,637   0.5
4,300    Bar Harbor Bankshares 123,066   0.0
33,800    Blackstone Mortgage Trust, Inc. 1,074,502   0.2
27,900 (2)  Blucora, Inc. 545,445   0.1
6,900    BrightSpire Capital, Inc. 63,825   0.0
10,500    Business First Bancshares, Inc. 255,465   0.0
4,600    Byline Bancorp, Inc. 122,728   0.0
22,200    Cadence Bank 649,572   0.1
2,400    Capital Bancorp, Inc. 54,864   0.0
16,500    Capstar Financial Holdings, Inc.   347,820   0.1
5,100    Cathay General Bancorp. 228,225   0.0
3,100    Central Pacific Financial Corp. 86,490   0.0
7,700    CNO Financial Group, Inc. 193,193   0.0
1,300 (2)  Coastal Financial Corp./WA 59,475   0.0
35,430    Commerce Bancshares, Inc. 2,536,434   0.4
1,047    Community Trust Bancorp, Inc. 43,136   0.0
48,600    ConnectOne Bancorp, Inc. 1,555,686   0.3
16,300    Cowen, Inc. 441,730   0.1
18,392    Cullen/Frost Bankers, Inc. 2,545,637   0.4
15,200 (2)  Customers Bancorp, Inc. 792,528   0.1
14,700    CVB Financial Corp. 341,187   0.1
3,800    Dime Community Bancshares, Inc. 131,366   0.0
35,500 (2)  Donnelley Financial Solutions, Inc. 1,180,730   0.2
25,200 (1)  Ellington Financial, Inc. 447,300   0.1
1,021    Employers Holdings, Inc. 41,881   0.0
3,792    Enterprise Financial Services Corp. 179,400   0.0
27,700    Essent Group Ltd. 1,141,517   0.2
22,022    Evercore, Inc. 2,451,489   0.4
3,500    FB Financial Corp. 155,470   0.0
1,600    Federated Hermes, Inc. 54,496   0.0
11,200    Financial Institutions, Inc. 337,456   0.1
84,300    First BanCorp. Puerto Rico 1,106,016   0.2
3,000    First Bank/Hamilton NJ 42,660   0.0
117    First Citizens BancShares, Inc. 77,875   0.0
19,600    First Commonwealth Financial Corp. 297,136   0.1
2,233    First Community Bancshares, Inc. 62,993   0.0
111,748    First Financial Bancorp. 2,575,791   0.4
11,412    First Foundation, Inc. 277,197   0.0
106,994    First Hawaiian, Inc. 2,984,063   0.5
45,340    First Horizon Corp. 1,065,037   0.2
3,400    First Internet Bancorp 146,234   0.0
28,300    Flagstar Bancorp, Inc. 1,199,920   0.2
46,700    FNB Corp. 581,415   0.1
91,448 (2)  Focus Financial Partners, Inc. 4,182,832   0.7
2,300    FS Bancorp, Inc. 71,300   0.0
3,900    Great Southern Bancorp., Inc. 230,139   0.0
13,200 (2)  Green Dot Corp. 362,736   0.1
16,800    Hancock Whitney Corp. 876,120   0.1
13,950    Hanmi Financial Corp. 343,310   0.1
11,600    Hannon Armstrong Sustainable Infrastructure Capital, Inc. 550,188   0.1

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Financials: (continued)
11,500    HBT Financial, Inc. $   209,070   0.0
4,500    Heartland Financial USA, Inc. 215,235   0.0
13,100    Heritage Commerce Corp. 147,375   0.0
5,100    Home Bancshares, Inc./Conway AR 115,260   0.0
5,900    HomeStreet, Inc. 279,542   0.1
122,800    Investors Bancorp, Inc. 1,833,404   0.3
20,300    Kearny Financial Corp./MD 261,464   0.0
21,364    Kinsale Capital Group, Inc. 4,871,419   0.8
48,500    KKR Real Estate Finance Trust, Inc. 999,585   0.2
39,700    Ladder Capital Corp. 471,239   0.1
7,900    Lakeland Bancorp, Inc. 131,930   0.0
7,700    Luther Burbank Corp. 102,333   0.0
1,200    Merchants Bancorp/IN 32,856   0.0
6,100    Meta Financial Group, Inc. 335,012   0.1
2,400 (2)  Metropolitan Bank Holding Corp. 244,248   0.0
22,491    MFA Financial, Inc. 90,639   0.0
33,800    MGIC Investment Corp. 457,990   0.1
2,000    Mid Penn Bancorp, Inc. 53,620   0.0
2,000    MidWestOne Financial Group, Inc. 66,200   0.0
58,267    Moelis & Co. 2,735,636   0.4
10,413    Morningstar, Inc. 2,844,519   0.5
16,550 (2)  Mr Cooper Group, Inc. 755,839   0.1
800    MVB Financial Corp. 33,200   0.0
9,400    Navient Corp. 160,176   0.0
2,100    Nelnet, Inc. 178,479   0.0
22,800 (2)  NMI Holdings, Inc. 470,136   0.1
51,900    OceanFirst Financial Corp. 1,043,190   0.2
5,700    OFG Bancorp 151,848   0.0
37,000    Old National Bancorp. 606,060   0.1
5,508    Old Second Bancorp, Inc. 79,921   0.0
6,050    Origin Bancorp, Inc. 255,855   0.0
15,525    PacWest Bancorp 669,593   0.1
5,407    Peapack-Gladstone Financial Corp. 187,893   0.0
3,900    PennyMac Financial Services, Inc. 207,480   0.0
3,400    Peoples Bancorp., Inc. 106,454   0.0
3,300    Piper Sandler Cos 433,125   0.1
16,500    Popular, Inc. 1,348,710   0.2
21,800 (2)  PROG Holdings, Inc. 627,186   0.1
16,100    Provident Bancorp, Inc. 261,142   0.0
11,158    Provident Financial Services, Inc. 261,097   0.0
6,500    QCR Holdings, Inc. 367,835   0.1
56,100    Radian Group, Inc. 1,245,981   0.2
3,232    RBB Bancorp 75,920   0.0
17,200    Ready Capital Corp. 259,032   0.0
27,500    Redwood Trust, Inc. 289,575   0.1
1,300    Republic Bancorp., Inc. 58,422   0.0
47,505    RLI Corp. 5,255,478   0.8
6,500    Selective Insurance Group 580,840   0.1
16,208 (1)  ServisFirst Bancshares, Inc. 1,544,460   0.3
2,000    Sierra Bancorp.   49,960   0.0
13,282    Signature Bank 3,898,134   0.6
7,200    SmartFinancial, Inc. 184,176   0.0
938    South Plains Financial, Inc. 24,932   0.0
98,149    StepStone Group, Inc. 3,244,806   0.5
24,700    Stewart Information Services Corp. 1,497,067   0.2
9,350    Stifel Financial Corp. 634,865   0.1
14,300    Synovus Financial Corp. 700,700   0.1
22,300    TPG RE Finance Trust, Inc. 263,363   0.0
11,000    United Community Banks, Inc./GA 382,800   0.1
58,900    Valley National Bancorp 766,878   0.1
14,200    Veritex Holdings, Inc. 542,014   0.1
1,475    Virtus Investment Partners, Inc. 353,985   0.1
12,400    Walker & Dunlop, Inc. 1,604,808   0.3
7,900    Washington Federal, Inc. 259,278   0.0
7,408    Webster Financial Corp. 415,737   0.1
53,278    Western Alliance Bancorp. 4,412,484   0.7
43,414    Wintrust Financial Corp. 4,034,463   0.6
15,100    Zions Bancorp NA 989,956   0.2
      101,877,830   16.1
          
     Health Care: 15.7%
406 (2)  2seventy bio, Inc. 6,926   0.0
67,700 (1),(2)  Adagio Therapeutics, Inc. 308,712   0.1
62,600 (2)  AdaptHealth Corp. 1,003,478   0.2
5,900 (2)  Adaptive Biotechnologies Corp. 81,892   0.0
139,027 (2)  Agiliti, Inc. 2,933,470   0.5
233,000 (2)  Akebia Therapeutics, Inc. 167,271   0.0
16,800 (2)  Alector, Inc. 239,400   0.0
16,400 (2)  Allogene Therapeutics, Inc. 149,404   0.0
47,800 (2)  Allscripts Healthcare Solutions, Inc. 1,076,456   0.2
22,800 (2)  Alphatec Holdings, Inc. 262,200   0.0
156,600 (2)  Amicus Therapeutics, Inc. 1,483,002   0.2
44,200 (2)  AnaptysBio, Inc. 1,093,508   0.2
27,000 (2)  Angion Biomedica Corp. 57,240   0.0
17,400 (2)  Apyx Medical Corp. 113,622   0.0
17,800 (2)  Arrowhead Pharmaceuticals, Inc. 818,622   0.1
700 (2)  Arvinas, Inc. 47,110   0.0
3,200 (2)  Atara Biotherapeutics, Inc. 29,728   0.0
30,500 (2)  Axsome Therapeutics, Inc. 1,262,395   0.2
15,417    Azenta, Inc. 1,277,761   0.2
11,500 (1),(2)  Beam Therapeutics, Inc. 658,950   0.1
3,600 (2)  Biohaven Pharmaceutical Holding Co. Ltd. 426,852   0.1
1,220 (1),(2)  Bluebird Bio, Inc. 5,917   0.0
7,300 (2)  Blueprint Medicines Corp. 466,324   0.1

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Health Care: (continued)
10,418 (2)  Bolt Biotherapeutics, Inc. $ 28,545   0.0
9,000 (2)  Bridgebio Pharma, Inc. 91,350   0.0
9,600 (2)  Cara Therapeutics, Inc. 116,640   0.0
5,000 (2)  CareDx, Inc. 184,950   0.0
71,800 (2)  Catalyst Pharmaceuticals, Inc. 595,222   0.1
96,112 (2)  Certara, Inc. 2,064,486   0.3
8,022    Chemed Corp. 4,063,544   0.6
21,860 (2)  Chinook Therapeutics, Inc. 357,630   0.1
22,200 (2)  Coherus Biosciences, Inc. 286,602   0.0
134,334 (2)  Covetrus, Inc. 2,255,468   0.4
17,800 (2)  Cross Country Healthcare, Inc. 385,726   0.1
30,200 (2)  Cutera, Inc. 2,083,800   0.3
30,926 (1),(2)  Decibel Therapeutics, Inc. 94,015   0.0
62,737 (2)  Definitive Healthcare Corp. 1,546,467   0.2
535,900 (2)  Durect Corp. 358,999   0.1
72,406    Encompass Health Corp. 5,148,791   0.8
84,008 (2)  Envista Holdings Corp. 4,092,030   0.7
42,800 (2)  Fate Therapeutics, Inc. 1,659,356   0.3
74,800 (2)  Frequency Therapeutics, Inc. 158,576   0.0
4,600 (2)  Gritstone bio, Inc. 18,952   0.0
15,800 (2)  Hanger, Inc. 289,614   0.0
61,926 (2)  HealthEquity, Inc. 4,176,289   0.7
4,500 (2)  Heska Corp. 622,260   0.1
21,661 (2)  ICU Medical, Inc. 4,822,605   0.8
2,400 (2)  Inogen, Inc. 77,808   0.0
61,800 (2)  Inozyme Pharma, Inc. 252,762   0.0
3,100 (2)  Inspire Medical Systems, Inc. 795,739   0.1
14,500 (2)  Intellia Therapeutics, Inc. 1,053,715   0.2
18,400 (2)  iRhythm Technologies, Inc. 2,897,448   0.5
13,500 (2)  Jounce Therapeutics, Inc. 91,665   0.0
23,500 (1),(2)  Kronos Bio, Inc. 169,905   0.0
2,300 (2)  Kura Oncology, Inc. 36,984   0.0
22,300 (2)  Kymera Therapeutics, Inc. 943,736   0.2
36,027 (2)  Landos Biopharma, Inc. 53,140   0.0
165,300 (2)  Lannett Co., Inc. 130,240   0.0
7,600 (2)  Lantheus Holdings, Inc. 420,356   0.1
1,700 (2)  LHC Group, Inc. 286,620   0.0
11,600 (2)  MeiraGTx Holdings plc 160,660   0.0
6,800 (2)  Merit Medical Systems, Inc. 452,336   0.1
7,100 (2)  ModivCare, Inc. 819,269   0.1
44,267 (2)  Molecular Templates, Inc. 152,721   0.0
113,300 (2)  Mustang Bio, Inc. 114,433   0.0
35,700 (2)  Myriad Genetics, Inc. 899,640   0.1
8,100 (2)  Natera, Inc. 329,508   0.1
5,300    National Healthcare Corp. 372,219   0.1
13,400 (2)  Natus Medical, Inc. 352,152   0.1
31,959 (2)  Neogen Corp. 985,615   0.2
78,800 (2)  NextGen Healthcare, Inc.   1,647,708   0.3
22,700 (2)  NGM Biopharmaceuticals, Inc. 346,175   0.1
38,200 (2)  NuVasive, Inc. 2,165,940   0.3
12,400 (2)  Omnicell, Inc. 1,605,676   0.3
74,500 (2)  Option Care Health, Inc. 2,127,720   0.3
210,364 (2)  Ortho Clinical Diagnostics Holdings PLC 3,925,392   0.6
27,700 (2)  Orthofix Medical, Inc. 905,790   0.1
5,700 (1),(2)  Outset Medical, Inc. 258,780   0.0
20,600    Owens & Minor, Inc. 906,812   0.1
45,900 (2)  Personalis, Inc. 375,921   0.1
6,000    Phibro Animal Health Corp. 119,700   0.0
45,600 (1),(2)  PMV Pharmaceuticals, Inc. 949,392   0.2
50,418 (2)  Progyny, Inc. 2,591,485   0.4
12,900 (2)  PTC Therapeutics, Inc. 481,299   0.1
10,400 (2)  Quanterix Corp. 303,576   0.1
1,800 (2)  Radius Health, Inc. 15,894   0.0
33,100 (2)  Relay Therapeutics, Inc. 990,683   0.2
77,500 (2)  Revance Therapeutics, Inc. 1,511,250   0.2
25,200 (2)  REVOLUTION Medicines, Inc. 642,852   0.1
7,300 (2)  Sage Therapeutics, Inc. 241,630   0.0
17,300 (2)  Sarepta Therapeutics, Inc. 1,351,476   0.2
17,600 (2)  Schrodinger, Inc./United States 600,512   0.1
41,700    Select Medical Holdings Corp. 1,000,383   0.2
73,500 (1),(2)  Sera Prognostics, Inc. 278,565   0.0
21,600 (2)  SI-BONE, Inc. 488,160   0.1
11,700 (2)  SpringWorks Therapeutics, Inc. 660,348   0.1
22,400 (2)  Spruce Biosciences, Inc. 45,024   0.0
3,900 (2)  Sutro Biopharma, Inc. 32,058   0.0
51,522 (2)  Syneos Health, Inc. 4,170,706   0.7
8,000 (2)  TCR2 Therapeutics, Inc. 22,080   0.0
27,800 (2)  Tenet Healthcare Corp. 2,389,688   0.4
27,700 (2)  Tivity Health, Inc. 891,109   0.1
49,800 (2)  Travere Therapeutics, Inc. 1,283,346   0.2
9,700 (2)  Turning Point Therapeutics, Inc. 260,445   0.0
11,200 (2)  Vericel Corp. 428,064   0.1
60,900 (2)  Xencor, Inc. 1,624,812   0.3
1,400 (2)  Y-mAbs Therapeutics, Inc. 16,632   0.0
      98,977,911   15.7
          
     Industrials: 21.0%
55,400    ABM Industries, Inc. 2,550,616   0.4
42,250    ACCO Brands Corp. 338,000   0.1
51,517 (2)  Alaska Air Group, Inc. 2,988,501   0.5
62,539    Altra Industrial Motion Corp. 2,434,643   0.4
6,500    Apogee Enterprises, Inc. 308,490   0.1
34,570    Applied Industrial Technologies, Inc. 3,548,956   0.6
12,200    ArcBest Corp. 982,100   0.2
34,500    Argan, Inc. 1,400,355   0.2

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Industrials: (continued)
17,700 (2)  Atkore, Inc. $   1,742,388   0.3
2,500 (2)  Avis Budget Group, Inc. 658,250   0.1
12,100    AZZ, Inc. 583,704   0.1
16,100    Barrett Business Services, Inc. 1,247,267   0.2
14,051 (2)  Beacon Roofing Supply, Inc. 832,943   0.1
22,450 (2)  Bloom Energy Corp. 542,167   0.1
11,100    Boise Cascade Co. 771,117   0.1
57,599    Brady Corp. 2,665,106   0.4
5,900    Brink's Co. 401,200   0.1
43,818 (2)  Builders FirstSource, Inc. 2,828,014   0.5
47,767 (2)  Casella Waste Systems, Inc. 4,186,778   0.7
18,900    Columbus McKinnon Corp. 801,360   0.1
15,500    Comfort Systems USA, Inc. 1,379,655   0.2
20,600 (2)  Cornerstone Building Brands, Inc. 500,992   0.1
48,700    Costamare, Inc. 830,335   0.1
41,073    Douglas Dynamics, Inc. 1,420,715   0.2
108,433 (2)  Driven Brands Holdings, Inc. 2,849,619   0.5
5,300 (2)  Ducommun, Inc. 277,667   0.0
13,400    EMCOR Group, Inc. 1,509,242   0.2
133,825 (2)  First Advantage Corp. 2,701,927   0.4
6,600 (2)  Fluor Corp. 189,354   0.0
3,400    Forward Air Corp. 332,452   0.1
126,212 (2)  Gates Industrial Corp. PLC 1,900,753   0.3
65,600 (2)  GMS, Inc. 3,264,912   0.5
48,500 (2)  Great Lakes Dredge & Dock Corp. 680,455   0.1
151,865 (1),(2)  Hayward Holdings, Inc. 2,523,996   0.4
14,300    Heidrick & Struggles International, Inc. 565,994   0.1
20,500    Herc Holdings, Inc. 3,425,345   0.5
230,486 (2)  Hillman Solutions Corp. 2,738,174   0.4
9,400    HNI Corp. 348,270   0.1
20,200 (2)  HUB Group, Inc. 1,559,642   0.2
86,647 (2)  IAA, Inc. 3,314,248   0.5
40,800    KBR, Inc. 2,232,984   0.4
6,900    Kelly Services, Inc. 149,661   0.0
11,100    Kforce, Inc. 821,067   0.1
62,438    Knight-Swift Transportation Holdings, Inc. 3,150,621   0.5
28,500    Korn Ferry 1,850,790   0.3
21,094    Landstar System, Inc. 3,181,608   0.5
37,918    Lincoln Electric Holdings, Inc. 5,225,480   0.8
21,500 (2)  Manitowoc Co., Inc./The 324,220   0.1
14,100 (2)  Mastec, Inc. 1,228,110   0.2
16,600 (2)  Meritor, Inc. 590,462   0.1
26,992    MillerKnoll, Inc. 932,843   0.1
2,300    Moog, Inc. 201,940   0.0
32,500 (2)  MRC Global, Inc. 387,075   0.1
33,126    MSA Safety, Inc. 4,395,820   0.7
6,900    Mueller Industries, Inc. 373,773   0.1
91,500 (2)  NOW, Inc. 1,009,245   0.2
3,300    Powell Industries, Inc. 64,086   0.0
22,500    Primoris Services Corp. 535,950   0.1
16,000    Quanex Building Products Corp. 335,840   0.1
26,000 (2)  Radiant Logistics, Inc. 165,620   0.0
22,516 (2)  RBC Bearings, Inc. 4,365,402   0.7
8,300 (2)  Resideo Technologies, Inc. 197,789   0.0
49,332    Ritchie Bros Auctioneers, Inc. 2,912,068   0.5
47,800    Rush Enterprises, Inc. - Class A 2,433,498   0.4
11,216    Simpson Manufacturing Co., Inc. 1,222,993   0.2
15,600 (2)  SP Plus Corp. 489,216   0.1
58,706 (2)  Stericycle, Inc. 3,458,958   0.6
12,500 (2)  Sterling Construction Co., Inc. 335,000   0.1
25,600    Terex Corp. 912,896   0.1
4,600    Tetra Tech, Inc. 758,724   0.1
5,100 (2)  Titan Machinery, Inc. 144,126   0.0
47,726    Toro Co. 4,080,096   0.6
8,700 (2)  TriNet Group, Inc. 855,732   0.1
22,800 (2)  TrueBlue, Inc. 658,692   0.1
10,500    UFP Industries, Inc. 810,180   0.1
11,492    Unifirst Corp. 2,117,746   0.3
1,100 (2)  Vectrus, Inc. 39,446   0.0
10,100 (2)  Veritiv Corp. 1,349,259   0.2
7,200    Wabash National Corp. 106,848   0.0
15,600    Watts Water Technologies, Inc. 2,177,604   0.3
18,800 (2)  Wesco International, Inc. 2,446,632   0.4
160,823 (2)  WillScot Mobile Mini Holdings Corp. 6,293,004   1.0
25,141    Woodward, Inc. 3,140,362   0.5
      132,589,168   21.0
          
     Information Technology: 12.1%
8,900    Advanced Energy Industries, Inc. 766,112   0.1
95,897 (2)  Allegro MicroSystems, Inc. 2,723,475   0.4
23,700 (2)  Alpha & Omega Co. 1,295,205   0.2
3,300 (2)  Ambarella, Inc. 346,236   0.1
39,900    Amkor Technology, Inc. 866,628   0.1
20,800 (2)  Asana, Inc. 831,376   0.1
8,898 (2)  Aspen Technology, Inc. 1,471,462   0.2
43,100 (2)  Avaya Holdings Corp. 546,077   0.1
17,900 (2)  Avid Technology, Inc. 624,173   0.1
24,780    Badger Meter, Inc. 2,470,814   0.4
48,400    Benchmark Electronics, Inc. 1,211,936   0.2
6,500 (2)  Blackbaud, Inc. 389,155   0.1
3,900 (2)  Blackline, Inc. 285,558   0.0
2,990 (1),(2)  BM Technologies, Inc. 25,564   0.0
23,058 (2)  Cerence, Inc. 832,394   0.1
99,103 (1),(2)  Clearwater Analytics Holdings, Inc. 2,081,163   0.3
8,618    CMC Materials, Inc. 1,597,777   0.3
3,766 (2)  Consensus Cloud Solutions, Inc. 226,450   0.0
11,300 (2)  Digital Turbine, Inc. 495,053   0.1
17,953 (1),(2)  DigitalOcean Holdings, Inc. 1,038,581   0.2
5,100 (2)  Diodes, Inc. 443,649   0.1

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Information Technology: (continued)
59,373 (2)  Duck Creek Technologies, Inc. $ 1,313,331   0.2
88,400 (2)  eGain Corp. 1,023,672   0.2
42,128 (2)  Envestnet, Inc. 3,136,008   0.5
10,700 (2)  Fabrinet 1,124,891   0.2
29,019 (2)  Guidewire Software, Inc. 2,745,778   0.4
11,800 (2)  Ichor Holdings Ltd. 420,316   0.1
3,500 (2)  JFrog Ltd. 94,325   0.0
17,300 (1),(2)  Marathon Digital Holdings, Inc. 483,535   0.1
375 (1),(2)  MicroStrategy, Inc. 182,370   0.0
28,400 (2)  Mimecast Ltd. 2,259,504   0.4
27,433 (2)  nCino, Inc. 1,124,204   0.2
84,435 (2)  nLight, Inc. 1,464,103   0.2
25,073 (2)  Novanta, Inc. 3,567,637   0.6
9,200 (2)  OSI Systems, Inc. 783,104   0.1
15,700 (2)  PagerDuty, Inc. 536,783   0.1
70,708 (1),(2)  Paycor HCM, Inc. 2,058,310   0.3
9,000 (2)  PDF Solutions, Inc. 250,830   0.0
7,800 (2)  Perficient, Inc. 858,702   0.1
59,937    Power Integrations, Inc. 5,554,961   0.9
46,282 (2)  Q2 Holdings, Inc. 2,853,285   0.5
7,200 (2)  Rambus, Inc. 229,608   0.0
9,000 (2)  SailPoint Technologies Holding, Inc. 460,620   0.1
38,100 (2)  Sanmina Corp. 1,540,002   0.2
10,100 (2)  Scansource, Inc. 351,379   0.1
9,500 (2)  Semtech Corp. 658,730   0.1
38,200 (2)  SMART Global Holdings, Inc. 986,706   0.2
800 (2)  SPS Commerce, Inc. 104,960   0.0
67,200 (2)  Super Micro Computer, Inc. 2,558,304   0.4
800 (2)  Synaptics, Inc. 159,600   0.0
5,400 (2)  Tenable Holdings, Inc. 312,066   0.1
18,800    TTEC Holdings, Inc. 1,551,376   0.3
171,200 (2)  TTM Technologies, Inc. 2,537,184   0.4
13,900 (2)  Ultra Clean Holdings, Inc. 589,221   0.1
31,900 (2)  Unisys Corp. 689,359   0.1
63,800 (2)  Verint Systems, Inc. 3,298,460   0.5
39,700    Vishay Intertechnology, Inc. 778,120   0.1
17,800 (2)  Vishay Precision Group, Inc. 572,270   0.1
25,010 (2)  WEX, Inc. 4,463,035   0.7
800 (2)  Workiva, Inc. 94,400   0.0
41,500    Xperi Holding Corp. 718,780   0.1
70,900 (2)  Zuora, Inc. 1,062,082   0.2
      76,120,749   12.1
          
     Materials: 4.3%
11,200    AdvanSix, Inc. 572,208   0.1
10,300    Alcoa Corp. 927,309   0.1
44,696    Aptargroup, Inc. 5,251,780   0.8
19,600 (2)  Arconic Corp. 502,152   0.1
24,000    Avient Corp. 1,152,000   0.2
15,000    Cabot Corp. 1,026,150   0.2
1,700 (2)  Clearwater Paper Corp. 47,651   0.0
14,700 (2)  Cleveland-Cliffs, Inc. 473,487   0.1
31,500 (2)  Coeur Mining, Inc. 140,175   0.0
29,700    Commercial Metals Co. 1,236,114   0.2
22,100 (2)  Constellium SE 397,800   0.1
142,678 (2)  Diversey Holdings Ltd. 1,080,072   0.2
85,421    Ecovyst, Inc. 987,467   0.2
10,500    Greif, Inc. - Class A   683,130   0.1
14,900    HB Fuller Co. 984,443   0.2
17,100    Hecla Mining Co. 112,347   0.0
10,200 (2)  Ingevity Corp. 653,514   0.1
2,300    Koppers Holdings, Inc. 63,296   0.0
9,800    Louisiana-Pacific Corp. 608,776   0.1
4,000    Minerals Technologies, Inc. 264,600   0.0
103,736    Pactiv Evergreen, Inc. 1,043,584   0.2
18,217    Quaker Chemical Corp. 3,148,080   0.5
5,900    Schnitzer Steel Industries, Inc. 306,446   0.1
32,000    Schweitzer-Mauduit International, Inc. 880,000   0.1
2,500    Sensient Technologies Corp. 209,875   0.0
46,700    SunCoke Energy, Inc. 416,097   0.1
5,400    Trinseo PLC 258,768   0.0
30,500    Tronox Holdings PLC 603,595   0.1
86,168    Valvoline, Inc. 2,719,462   0.4
2,100    Warrior Met Coal, Inc. 77,931   0.0
2,300    Worthington Industries, Inc. 118,243   0.0
47,300 (2)  Zymergen, Inc. 136,697   0.0
      27,083,249   4.3
          
     Real Estate: 6.9%
2,000    Agree Realty Corp. 132,720   0.0
22,000    Alexander & Baldwin, Inc. 510,180   0.1
3,600    American Assets Trust, Inc. 136,404   0.0
63,787    American Campus Communities, Inc. 3,570,158   0.6
70,500    Apple Hospitality REIT, Inc. 1,266,885   0.2
19,000    Armada Hoffler Properties, Inc. 277,400   0.1
12,500    Broadstone Net Lease, Inc. 272,250   0.1
10,900    CareTrust REIT, Inc. 210,370   0.0
3,200    Centerspace 313,984   0.1
3,800 (2)  Chatham Lodging Trust 52,402   0.0
14,400    City Office REIT, Inc. 254,304   0.0
2,600    Community Healthcare Trust, Inc. 109,746   0.0
6,900    Corporate Office Properties Trust SBI MD 196,926   0.0
8,056    Cousins Properties, Inc. 324,576   0.1
41,539    CubeSmart 2,161,274   0.3
174,007 (2)  Cushman & Wakefield PLC 3,568,884   0.6
21,200 (2)  DiamondRock Hospitality Co. 214,120   0.0
86,100 (2)  DigitalBridge Group, Inc. 619,920   0.1
25,916    EastGroup Properties, Inc. 5,268,205   0.8
10,800    Essential Properties Realty Trust, Inc. 273,240   0.1
11,475    First Industrial Realty Trust, Inc. 710,417   0.1
17,300    Four Corners Property Trust, Inc. 467,792   0.1
2,400    Getty Realty Corp. 68,688   0.0

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Shares      Value Percentage
of Net
Assets
COMMON STOCK: (continued)
     Real Estate: (continued)
10,400    Gladstone Commercial Corp. $ 229,008   0.0
6,700    Global Medical REIT, Inc. 109,344   0.0
34,300 (1)  Healthcare Realty Trust, Inc. 942,564   0.2
1,700    Highwoods Properties, Inc. 77,758   0.0
19,800 (1)  Independence Realty Trust, Inc. 523,512   0.1
300    Innovative Industrial Properties, Inc. 61,620   0.0
1,053 (2)  Jones Lang LaSalle, Inc. 252,151   0.0
21,600    Kennedy-Wilson Holdings, Inc. 526,824   0.1
47,428    Kite Realty Group Trust 1,079,936   0.2
86,353    National Retail Properties, Inc. 3,880,704   0.6
22,100    National Storage Affiliates Trust 1,386,996   0.2
14,900    Necessity Retail REIT, Inc./The 117,859   0.0
4,000    NETSTREIT Corp. 89,760   0.0
93,100    Outfront Media, Inc. 2,646,833   0.4
20,100    Paramount Group, Inc. 219,291   0.0
12,000 (1)  Phillips Edison & Co., Inc. 412,680   0.1
17,300    Physicians Realty Trust 303,442   0.1
23,300    Piedmont Office Realty Trust, Inc. 401,226   0.1
20,600    Plymouth Industrial REIT, Inc. 558,260   0.1
21,900    PotlatchDeltic Corp. 1,154,787   0.2
15,000 (2)  Realogy Holdings Corp. 235,200   0.0
30,700    Retail Opportunity Investments Corp. 595,273   0.1
7,000    RLJ Lodging Trust 98,560   0.0
2,300    RMR Group, Inc. 71,530   0.0
29,995 (2)  Ryman Hospitality Properties 2,782,636   0.4
(2)  Sabra Healthcare REIT, Inc.     –     –  
41,000    SITE Centers Corp. 685,110   0.1
23,400    STAG Industrial, Inc. 967,590   0.2
7,300 (2)  Summit Hotel Properties, Inc. 72,708   0.0
11,403 (2)  Sunstone Hotel Investors, Inc. 134,327   0.0
10,000    Terreno Realty Corp. 740,500   0.1
11,000    UMH Properties, Inc. 270,490   0.1
42,400 (2)  Xenia Hotels & Resorts, Inc. 817,896   0.1
      43,427,220   6.9
          
     Utilities: 2.2%
9,800    Brookfield Infrastructure Corp. 739,312   0.1
3,400    Chesapeake Utilities Corp. 468,384   0.1
19,100    Clearway Energy, Inc.-Class A 636,412   0.1
51,100    Clearway Energy, Inc.-Class C 1,865,661   0.3
3,300    Idacorp, Inc. 380,688   0.0
48,656    NorthWestern Corp. 2,943,201   0.5
89,625    Portland General Electric Co. 4,942,819   0.8
8,700    Southwest Gas Holdings, Inc. 681,123   0.1
7,600    Spire, Inc. 545,376   0.1
67,800 (1)  Via Renewables, Inc. 558,672   0.1
5,944    Vistra Corp. 138,198   0.0
      13,899,846   2.2
          
  Total Common Stock    
  (Cost $525,477,517) 613,940,352   97.3
       
RIGHTS: –%
     Health Care: –%
28,260 (2),(3),(4)  Aduro Biotech, Inc. - CVR     –     –  
          
  Total Rights    
  (Cost $–)     –     –  
       
  Total Long-Term Investments    
  (Cost $525,477,517) 613,940,352   97.3
       
Principal
Amount†
     Value Percentage
of Net
Assets
SHORT-TERM INVESTMENTS: 5.9%
     Repurchase Agreements: 3.0%
  4,517,479 (5)  Bank of America Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $4,517,516, collateralized by various U.S. Government Agency Obligations, 2.000%-4.000%, Market Value plus accrued interest $4,607,829, due 02/01/36-03/01/52) 4,517,479   0.7
 4,517,500 (5)  Cantor Fitzgerald Securities, Repurchase Agreement dated 03/31/22, 0.29%, due 04/01/22 (Repurchase Amount $4,517,536, collateralized by various U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,607,850, due 04/25/22-12/20/71) 4,517,500   0.7

 

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Principal
Amount†
     Value     Percentage
of Net
Assets
SHORT-TERM INVESTMENTS: (continued)
     Repurchase Agreements (continued)
  2,281,302 (5)  Citadel Securities LLC, Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $2,281,323, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $2,326,955, due 04/19/22-02/15/52) $   2,281,302     0.4 
  1,884 (5)  Citibank N.A., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $1,884, collateralized by various U.S. Government Securities, 0.000%-7.125%, Market Value plus accrued interest $1,922, due 04/07/22-02/15/50) 1,884     0.0 
  4,517,479 (5)  RBC Dominion Securities Inc., Repurchase Agreement dated 03/31/22, 0.30%, due 04/01/22 (Repurchase Amount $4,517,516, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-5.500%, Market Value plus accrued interest $4,607,829, due 04/26/22-03/20/52) 4,517,479     0.7 
  2,879,150 (5)  State of Wisconsin Investment Board, Repurchase Agreement dated 03/31/22, 0.33%, due 04/01/22 (Repurchase Amount $2,879,176, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,936,735, due 01/15/25-02/15/51) 2,879,150     0.5 
           
  Total Repurchase Agreements        
  (Cost $18,714,794) 18,714,794     3.0 
           
Shares      Value     Percentage
of Net
Assets
     Mutual Funds: 2.9%
18,472,774 (6)  BlackRock Liquidity Funds, FedFund, Institutional Class, 0.230%        
     (Cost $18,472,774) $   18,472,774     2.9 
              
  Total Short-Term Investments        
  (Cost $37,187,568) 37,187,568     5.9 
           
  Total Investments in Securities
(Cost $562,665,085)
$   651,127,920     103.2 
  Liabilities in Excess of Other Assets     (20,249,501 )   (3.2)
  Net Assets $   630,878,419     100.0 

 

Unless otherwise indicated, principal amount is shown in USD.
(1) Security, or a portion of the security, is on loan.
(2) Non-income producing security.
(3) For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs.
(4) Restricted security as to resale, excluding Rule 144A securities. As of March 31, 2022, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details.
(5) All or a portion of the security represents securities purchased with cash collateral received for securities on loan.
(6) Rate shown is the 7-day yield as of March 31, 2022.

  

 

 

 

VY® JPMorgan Small Cap Core Equity Portfolio PORTFOLIO OF INVESTMENTS
as of March 31, 2022 (Unaudited) (Continued)

 

Fair Value Measurements

The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the assets and liabilities:

 

   Quoted Prices
in Active Markets
for Identical
Investments
(Level 1)
   Significant
Other
Observable
Inputs
(Level 2)
   Significant
Unobservable
Inputs
(Level 3)
   Fair Value
at
March 31, 2022
 
Asset Table                    
Investments, at fair value                    
Common Stock*  $613,940,352   $   $   $613,940,352 
Rights                
Short-Term Investments   18,472,774    18,714,794        37,187,568 
Total Investments, at fair value  $632,413,126   $18,714,794   $   $651,127,920 
Other Financial Instruments+                    
Futures   239,744            239,744 
Total Assets  $632,652,870   $18,714,794   $   $651,367,664 

 

+ Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument.
* For further breakdown of Common Stock by sector, please refer to the Portfolio of Investments.

 

At March 31, 2022, VY® JPMorgan Small Cap Core Equity Portfolio held the following restricted securities:

 

Security  Acquisition Date    Acquisition Cost    Fair Value
Aduro Biotech, Inc. - CVR  10/6/2020   $   $
       $   $

 

At March 31, 2022, the following futures contracts were outstanding for VY® JPMorgan Small Cap Core Equity Portfolio:

 

Description  Number
of Contracts
   Expiration
Date
   Notional
Amount
   Unrealized
Appreciation/
(Depreciation)
Long Contracts:                   
E-mini Russell 2000® Index   52    06/17/22   $5,372,640   $239,744
             $5,372,640   $239,744

 

At March 31, 2022, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:

 

  Cost for federal income tax purposes was $568,265,822.  
     
  Net unrealized appreciation consisted of:        
           
  Gross Unrealized Appreciation $   128,369,371        
  Gross Unrealized Depreciation   (45,267,529 )      
               
  Net Unrealized Appreciation $ 83,101,842        

 

 

 



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