NPORT-P false 0001027263 XXXXXXXX S000044694 C000138922 C000138921 C000138923 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-314-5329 Multimanager Mid Cap Value Portfolio S000044694 5493000D4512X0EQO647 2020-12-31 2020-03-31 N 140221430.98 3482554.20 136738876.78 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 5846213.11000000 UST Arcus Biosciences, Inc. N/A 03969F109 1194.00000000 NS USD 16572.72000000 0.012119976695 Long EC CORP US N 1 N N N Bandwidth, Inc. 549300QC70JB7MUGXM66 05988J103 89.00000000 NS USD 5988.81000000 0.004379741987 Long EC CORP US N 1 N N ALLETE, Inc. 549300NNLSIMY6Z8OT86 018522300 1781.00000000 NS USD 108071.08000000 0.079034640729 Long EC CORP US N 1 N N N Apple Hospitality REIT, Inc. 549300EVZAR0FBZO4F16 03784Y200 7253.00000000 NS USD 66510.01000000 0.048640161135 Long EC CORP US N 1 N N N Nicolet Bankshares, Inc. N/A 65406E102 307.00000000 NS USD 16756.06000000 0.012254057071 Long EC CORP US N 1 N N N Bloom Energy Corp. 549300XB5J9BFW5JXV97 093712107 2097.00000000 NS USD 10967.31000000 0.008020623145 Long EC CORP US N 1 N N Black Diamond Therapeutics, Inc. N/A 09203E105 84.00000000 NS USD 2095.80000000 0.001532702366 Long EC CORP US N 1 N N Caesars Entertainment Corp. 529900CJT4VQO26ONP04 127686103 19793.00000000 NS USD 133800.68000000 0.097851235252 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -61.70000000 -0.00004512250 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 17114.42000000 CAD 12109.99000000 USD 2020-06-30 -61.70000000 N N N N/A N/A N/A 1.00000000 NC N/A -1544.00000000 -0.00112915948 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 21727251.00000000 JPY 201290.08000000 USD 2020-06-30 -1544.00000000 N N N Territorial Bancorp, Inc. 5493003VDUGN5KBPTN24 88145X108 390.00000000 NS USD 9574.50000000 0.007002032066 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 3303.30000000 0.002415772366 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 43384.05000000 USD 37531.08000000 GBP 2020-06-30 3303.30000000 N N N Verint Systems, Inc. 549300KEQJS5FRVUCO94 92343X100 119.00000000 NS USD 5117.00000000 0.003742169103 Long EC CORP US N 1 N N N United States Lime & Minerals, Inc. 549300VGDEEG8RT7VC89 911922102 58.00000000 NS USD 4283.30000000 0.003132466860 Long EC CORP US N 1 N N N Bridgebio Pharma, Inc. 54930028YG89VTY2J114 10806X102 589.00000000 NS USD 17081.00000000 0.012491692488 Long EC CORP US N 1 N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 42330P107 5549.00000000 NS USD 9100.36000000 0.006655283569 Long EC CORP US N 1 N N N QIAGEN NV 54930036WK3GMCN17Z57 N/A 7598.00000000 NS USD 316076.80000000 0.231153573470 Long EC CORP NL N 1 N N N N/A N/A N/A 1.00000000 NC N/A -29.73000000 -0.00002174217 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 853463.00000000 JPY 7937.75000000 USD 2020-06-30 -29.73000000 N N N TiVo Corp. 529900HSQ8AE0RC8VD16 88870P106 4628.00000000 NS USD 32766.24000000 0.023962636502 Long EC CORP US N 1 N N N BOK Financial Corp. GRI2NT5QHYW751NMR949 05561Q201 10774.00000000 NS USD 458541.44000000 0.335340943847 Long EC CORP US N 1 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 978097103 17584.00000000 NS USD 267276.80000000 0.195465112990 Long EC CORP US N 1 N N N Bel Fuse, Inc. N/A 077347300 301.00000000 NS USD 2931.74000000 0.002144042768 Long EC CORP US N 1 N N N Atlantic Capital Bancshares, Inc. 5493005URKIOUNJO6097 048269203 709.00000000 NS USD 8415.83000000 0.006154672466 Long EC CORP US N 1 N N N Universal Insurance Holdings, Inc. 529900GGAZ6WVUCWQM46 91359V107 660.00000000 NS USD 11827.20000000 0.008649478684 Long EC CORP US N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 5989.00000000 NS USD 668911.41000000 0.489188902053 Long EC CORP CH N 1 N N N Siemens Healthineers AG 529900QBVWXMWANH7H45 N/A 7953.00000000 NS 315562.15000000 0.230777199163 Long EC CORP DE Y 2 N N N Community Health Systems, Inc. N/A 203668108 3236.00000000 NS USD 10808.24000000 0.007904291928 Long EC CORP US N 1 N N N Cardtronics plc 549300Y550MRJSMQQY02 N/A 347.00000000 NS USD 7259.24000000 0.005308834013 Long EC CORP GB N 1 N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 039653100 1684.00000000 NS USD 66922.16000000 0.048941575048 Long EC CORP US N 1 N N N Rexford Industrial Realty, Inc. 549300MSLO0DF0EMX355 76169C100 3877.00000000 NS USD 158995.77000000 0.116276931436 Long EC CORP US N 1 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 97717P104 2677.00000000 NS USD 6237.41000000 0.004561548366 Long EC CORP US N 1 N N N Provident Financial Services, Inc. 529900JOSO3SXEDVE477 74386T105 1958.00000000 NS USD 25179.88000000 0.018414572792 Long EC CORP US N 1 N N N Everest Re Group Ltd. 549300N24XF2VV0B3570 N/A 966.00000000 NS USD 185877.72000000 0.135936263612 Long EC CORP BM N 1 N N N Ashford Hospitality Trust, Inc. N/A 044103109 2632.00000000 NS USD 1945.57000000 0.001422836025 Long EC CORP US N 1 N N N Bank of Princeton (The) 549300EMC7T53UNNNA58 064520109 187.00000000 NS USD 4347.75000000 0.003179600492 Long EC CORP US N 1 N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630102 2274.00000000 NS USD 93870.72000000 0.068649620510 Long EC CORP US N 1 N N N Tutor Perini Corp. 549300FHXYVPW8LJ6D98 901109108 1477.00000000 NS USD 9925.44000000 0.007258681827 Long EC CORP US N 1 N N N Univar Solutions, Inc. 549300VSXHFQVR770L55 91336L107 5855.00000000 NS USD 62765.60000000 0.045901795800 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -20.30000000 -0.00001484581 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 28928.01000000 USD 26121.35000000 EUR 2020-06-30 -20.30000000 N N N Silvergate Capital Corp. BPE6FTXDZEBNAGIT2T19 82837P408 102.00000000 NS USD 973.08000000 0.000711633752 Long EC CORP US N 1 N N N Brightsphere Investment Group, Inc. 5493004FTLQNQTBOP608 10948W103 2179.00000000 NS USD 13923.81000000 0.010182773420 Long EC CORP US N 1 N N N Arcutis Biotherapeutics, Inc. N/A 03969K108 72.00000000 NS USD 2145.60000000 0.001569122147 Long EC CORP US N 1 N N N Ashland Global Holdings, Inc. 529900E4L9R04SB8HB11 044186104 14158.00000000 NS USD 708891.06000000 0.518426856131 Long EC CORP US N 1 N N N Turning Point Therapeutics, Inc. N/A 90041T108 44.00000000 NS USD 1965.04000000 0.001437074843 Long EC CORP US N 1 N N N BG Staffing, Inc. 549300AUC6I9ZG3KKQ91 05544A109 201.00000000 NS USD 1503.48000000 0.001099526363 Long EC CORP US N 1 N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 05351X101 3477.00000000 NS USD 28128.93000000 0.020571274726 Long EC CORP US N 1 N N N Banner Corp. N/A 06652V208 1068.00000000 NS USD 35286.72000000 0.025805916233 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 462.71000000 0.000338389498 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 14718.00000000 USD 21345.36000000 CAD 2020-06-30 462.71000000 N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912108 14091.00000000 NS USD 684540.78000000 0.500618987167 Long EC CORP US N 1 N N N Universal Forest Products, Inc. 5493007KB485C9OV5572 913543104 222.00000000 NS USD 8256.18000000 0.006037917082 Long EC CORP US N 1 N N N Clearwater Paper Corp. 549300HCVV19GXN4P292 18538R103 524.00000000 NS USD 11428.44000000 0.008357857157 Long EC CORP US N 1 N N N CorEnergy Infrastructure Trust, Inc. 549300RWMFYIPNXWXM78 21870U502 434.00000000 NS USD 7976.92000000 0.005833688405 Long EC CORP US N 1 N N N Bonanza Creek Energy, Inc. IIVIHPH28S64K95M2381 097793400 583.00000000 NS USD 6558.75000000 0.004796551028 Long EC CORP US N 1 N N N Change Healthcare, Inc. 549300GS1BPJEDOZHM07 15912K100 3985.00000000 NS USD 39810.15000000 0.029113995183 Long EC CORP US N 1 N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 00737L103 1857.00000000 NS USD 49749.03000000 0.036382505964 Long EC CORP US N 1 N N N CBIZ, Inc. 529900D5X8CFM8O1N813 124805102 1681.00000000 NS USD 35166.52000000 0.025718011459 Long EC CORP US N 1 N N N Central Valley Community Bancorp N/A 155685100 380.00000000 NS USD 4955.20000000 0.003623841380 Long EC CORP US N 1 N N N Ceridian HCM Holding, Inc. 549300T64GVCHFJ8L449 15677J108 645.00000000 NS USD 32295.15000000 0.023618118534 Long EC CORP US N 1 N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723103 4018.00000000 NS USD 63444.22000000 0.046398084797 Long EC CORP US N 1 N N N CenterState Bank Corp. N/A 15201P109 4137.00000000 NS USD 71280.51000000 0.052128927543 Long EC CORP US N 1 N N N Catalent, Inc. N/A 148806102 5268.00000000 NS USD 273672.60000000 0.200142495276 Long EC CORP US N 1 N N N Cerner Corp. 549300L4UJ40IEVVI304 156782104 4791.00000000 NS USD 301785.09000000 0.220701747086 Long EC CORP US N 1 N N N C&F Financial Corp. 549300VFPAZLNS1R0361 12466Q104 105.00000000 NS USD 4189.50000000 0.003063868958 Long EC CORP US N 1 N N N Century Bancorp, Inc. N/A 156432106 79.00000000 NS USD 4916.96000000 0.003595875668 Long EC CORP US N 1 N N N Columbia Banking System, Inc. N/A 197236102 2251.00000000 NS USD 60326.80000000 0.044118250362 Long EC CORP US N 1 N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798101 15602.00000000 NS USD 262581.66000000 0.192031458926 Long EC CORP US N 1 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167107 51780.00000000 NS USD 8942.41000000 0.006539771431 Long EC CORP US N 1 N N Carriage Services, Inc. N/A 143905107 550.00000000 NS USD 8882.50000000 0.006495957996 Long EC CORP US N 1 N N N Crown Holdings, Inc. NYLWZIOY8PUNIT4JOE22 228368106 1858.00000000 NS USD 107838.32000000 0.078864418473 Long EC CORP US N 1 N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825205 5263.00000000 NS USD 41104.03000000 0.030060236684 Long EC CORP US N 1 N N N Cypress Semiconductor Corp. 549300T2071OM26ZSE13 232806109 12652.00000000 NS USD 295044.64000000 0.215772315048 Long EC CORP US N 1 N N N comScore, Inc. N/A 20564W105 1593.00000000 NS USD 4492.26000000 0.003285283677 Long EC CORP US N 1 N N N American Finance Trust, Inc. 549300GN4H0K3IUS8983 02607T109 3462.00000000 NS USD 21637.50000000 0.015823956221 Long EC CORP US N 1 N N N Earthstone Energy, Inc. 54930081UTV7CK45XG14 27032D304 766.00000000 NS USD 1348.16000000 0.000985937600 Long EC CORP US N 1 N N Simmons First National Corp. 549300IVR5AJKUVOGN05 828730200 3283.00000000 NS USD 60407.20000000 0.044177048563 Long EC CORP US N 1 N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571B105 9303.00000000 NS USD 95355.75000000 0.069735654003 Long EC CORP US N 1 N N N Charah Solutions, Inc. 549300I6O29493834F54 15957P105 339.00000000 NS USD 579.69000000 0.000423939419 Long EC CORP US N 1 N N N Choice Hotels International, Inc. 5493003CYRY5RFGTIR97 169905106 650.00000000 NS USD 39812.50000000 0.029115713787 Long EC CORP US N 1 N N N City Holding Co. N/A 177835105 464.00000000 NS USD 30869.92000000 0.022575818031 Long EC CORP US N 1 N N N Digi International, Inc. 529900KG656HGROI4N27 253798102 931.00000000 NS USD 8881.74000000 0.006495402192 Long EC CORP US N 1 N N N Acadia Realty Trust N/A 004239109 2840.00000000 NS USD 35187.60000000 0.025733427704 Long EC CORP US N 1 N N N Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 21925D109 1509.00000000 NS USD 6881.04000000 0.005032248444 Long EC CORP US N 1 N N N Concrete Pumping Holdings, Inc. N/A 206704108 861.00000000 NS USD 2462.46000000 0.001800848491 Long EC CORP US N 1 N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807103 12572.00000000 NS USD 315557.20000000 0.230773579124 Long EC CORP US N 1 N N N Brooks Automation, Inc. 35ZN6X1ANPH25YN32Y17 114340102 364.00000000 NS USD 11102.00000000 0.008119124759 Long EC CORP US N 1 N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768302 504.00000000 NS USD 2716.56000000 0.001986677135 Long EC CORP US N 1 N N RPT Realty N/A 74971D101 2488.00000000 NS USD 15002.64000000 0.010971744359 Long EC CORP US N 1 N N N QAD, Inc. N/A 74727D306 179.00000000 NS USD 7147.47000000 0.005227094275 Long EC CORP US N 1 N N N Diamond Offshore Drilling, Inc. F14FQJ2EEHW5VPYUHL14 25271C102 2031.00000000 NS USD 3716.73000000 0.002718122371 Long EC CORP US N 1 N N Telephone & Data Systems, Inc. N/A 879433829 3454.00000000 NS USD 57889.04000000 0.042335465496 Long EC CORP US N 1 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 23397.00000000 NS USD 763444.11000000 0.558322642380 Long EC CORP US N 1 N N N Retail Properties of America, Inc. 549300OVTYLM7DH6CM14 76131V202 7355.00000000 NS USD 38025.35000000 0.027808733620 Long EC CORP US N 1 N N N Citizens & Northern Corp. N/A 172922106 539.00000000 NS USD 10780.00000000 0.007883639425 Long EC CORP US N 1 N N N Container Store Group, Inc. (The) 529900L7KB2N9KXCDI76 210751103 494.00000000 NS USD 1165.84000000 0.000852603171 Long EC CORP US N 1 N N N Carrols Restaurant Group, Inc. 529900HZEMNWQSAKFJ98 14574X104 1083.00000000 NS USD 1971.06000000 0.001441477395 Long EC CORP US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A 3783.00000000 NS USD 38813.58000000 0.028385182702 Long EC CORP BM N 1 N N N Phreesia, Inc. 5493000HHF8NU4QOCG53 71944F106 126.00000000 NS USD 2649.78000000 0.001937839524 Long EC CORP US N 1 N N N Community Financial Corp. (The) 549300IM1P8BVV642449 20368X101 160.00000000 NS USD 3536.00000000 0.002585950742 Long EC CORP US N 1 N N N TG Therapeutics, Inc. 529900X21UKABN9NJ529 88322Q108 302.00000000 NS USD 2971.68000000 0.002173251726 Long EC CORP US N 1 N N N Aduro Biotech, Inc. 549300X0O3003W5QYQ48 00739L101 365.00000000 NS USD 1000.10000000 0.000731394043 Long EC CORP US N 1 N N N Cal-Maine Foods, Inc. 549300NHE5WMIEIEMF53 128030202 19895.00000000 NS USD 874982.10000000 0.639892706891 Long EC CORP US N 1 N N N Andersons, Inc. (The) L38MWB8MVRFV7HVJPU11 034164103 1031.00000000 NS USD 19331.25000000 0.014137347369 Long EC CORP US N 1 N N N Comtech Telecommunications Corp. 529900FTEZ8MGM0Y8F73 205826209 743.00000000 NS USD 9874.47000000 0.007221406400 Long EC CORP US N 1 N N N Bank7 Corp. N/A 06652N107 152.00000000 NS USD 1206.88000000 0.000882616581 Long EC CORP US N 1 N N N LivaNova plc 2138001K2FX6SHK2B339 N/A 374.00000000 NS USD 16923.50000000 0.012376509445 Long EC CORP GB N 1 N N N cbdMD, Inc. N/A 12482W101 329.00000000 NS USD 305.97000000 0.000223762259 Long EC CORP US N 1 N N Concert Pharmaceuticals, Inc. 529900PYI5BSGQNATP82 206022105 1285.00000000 NS USD 11359.40000000 0.008307366761 Long EC CORP US N 1 N N N Perrigo Co. plc 549300IFOQS6R1QLY196 N/A 4332.00000000 NS USD 208325.88000000 0.152353072444 Long EC CORP IE N 1 N N N Weis Markets, Inc. N/A 948849104 310.00000000 NS USD 12914.60000000 0.009444717043 Long EC CORP US N 1 N N N Beam Therapeutics, Inc. N/A 07373V105 85.00000000 NS USD 1530.00000000 0.001118920994 Long EC CORP US N 1 N N N Bank of NT Butterfield & Son Ltd. (The) 549300V8RVM0EMTDPF28 N/A 1169.00000000 NS USD 19908.07000000 0.014559187897 Long EC CORP BM N 1 N N N Encore Wire Corp. N/A 292562105 667.00000000 NS USD 28007.33000000 0.020482346103 Long EC CORP US N 1 N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 4961.00000000 NS USD 258815.37000000 0.189277092290 Long EC CORP US N 1 N N N California Resources Corp. 5493003Q8F0T4F4YMR48 13057Q206 1478.00000000 NS USD 1478.00000000 0.001080892307 Long EC CORP US N 1 N N CalAmp Corp. 5493007SIGZIX83TOW07 128126109 1069.00000000 NS USD 4810.50000000 0.003518019244 Long EC CORP US N 1 N N N Apogee Enterprises, Inc. 549300579S7QW8V4IJ60 037598109 104.00000000 NS USD 2165.28000000 0.001583514543 Long EC CORP US N 1 N N N Baker Hughes Co. N/A 05722G100 22383.00000000 NS USD 235021.50000000 0.171876137594 Long EC CORP US N 1 N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 22305A103 1422.00000000 NS USD 812.53000000 0.000594220180 Long EC CORP US N 1 N N Community Bankers Trust Corp. 549300FKOFQ1R5SK6I07 203612106 645.00000000 NS USD 3128.25000000 0.002287754641 Long EC CORP US N 1 N N N Great Ajax Corp. 5493004ID2QQWNGDYC18 38983D300 560.00000000 NS USD 3561.60000000 0.002604672558 Long EC CORP US N 1 N N N Archrock, Inc. 549300K3RIHMHDVFTL28 03957W106 4091.00000000 NS USD 15382.16000000 0.011249295271 Long EC CORP US N 1 N N N Avista Corp. Q0IK63NITJD6RJ47SW96 05379B107 2275.00000000 NS USD 96664.75000000 0.070692953076 Long EC CORP US N 1 N N N Emerald Holding, Inc. N/A 29103W104 698.00000000 NS USD 1807.82000000 0.001322096570 Long EC CORP US N 1 N N N ASGN, Inc. LZBNYYCBUKY537072438 00191U102 206.00000000 NS USD 7275.92000000 0.005321032446 Long EC CORP US N 1 N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887102 16681.00000000 NS USD 489420.54000000 0.357923475404 Long EC CORP US N 1 N N N Cloudera, Inc. 549300PGONC4JOI0RG62 18914U100 7971.00000000 NS USD 62731.77000000 0.045877055214 Long EC CORP US N 1 N N Argan, Inc. 529900E4KZWBV9KGBS83 04010E109 80.00000000 NS USD 2765.60000000 0.002022541112 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 4157.00000000 NS USD 426009.36000000 0.311549553449 Long EC CORP US N 1 N N N Express, Inc. N/A 30219E103 1953.00000000 NS USD 2909.97000000 0.002128121912 Long EC CORP US N 1 N N First Financial Northwest, Inc. 549300F9IPXLCC3K7B36 32022K102 267.00000000 NS USD 2680.68000000 0.001960437340 Long EC CORP US N 1 N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043109 2726.00000000 NS USD 96418.62000000 0.070512953060 Long EC CORP US N 1 N N N Chaparral Energy, Inc. V5IUQSDP5WPR92NJWH73 15942R208 1013.00000000 NS USD 476.11000000 0.000348189199 Long EC CORP US N 1 N N HB Fuller Co. JSMX3Z5FOYM8V0Q52357 359694106 477.00000000 NS USD 13322.61000000 0.009743103288 Long EC CORP US N 1 N N N Extraction Oil & Gas, Inc. 5493002FL3WIE1JVUP20 30227M105 3212.00000000 NS USD 1355.46000000 0.000991276242 Long EC CORP US N 1 N N Cara Therapeutics, Inc. 549300COVOY41P0GZ881 140755109 152.00000000 NS USD 2007.92000000 0.001468433884 Long EC CORP US N 1 N N Horizon Bancorp, Inc. 549300U2OQ2EIT5MXG39 440407104 1296.00000000 NS USD 12778.56000000 0.009345228146 Long EC CORP US N 1 N N N First Business Financial Services, Inc. 549300BXKLW2T50TKU95 319390100 287.00000000 NS USD 4448.50000000 0.003253281074 Long EC CORP US N 1 N N N Unitil Corp. N/A 913259107 470.00000000 NS USD 24590.40000000 0.017983473741 Long EC CORP US N 1 N N N Coeur Mining, Inc. 5493003AVK173D48DR70 192108504 8280.00000000 NS USD 26578.80000000 0.019437632241 Long EC CORP US N 1 N N N Fitbit, Inc. 549300GYQQ375BZPXK02 33812L102 6256.00000000 NS USD 41664.96000000 0.030470456523 Long EC CORP US N 1 N N N Commercial Vehicle Group, Inc. 5493006OG8I91X0K7Q22 202608105 990.00000000 NS USD 1494.90000000 0.001093251630 Long EC CORP US N 1 N N N Coherent, Inc. 549300RYOCKUMWACR010 192479103 819.00000000 NS USD 87149.79000000 0.063734463857 Long EC CORP US N 1 N N N First Bancorp, Inc. N/A 31866P102 340.00000000 NS USD 7480.00000000 0.005470280417 Long EC CORP US N 1 N N N ElectroCore, Inc. 5493005O3QC5QV2L2186 28531P103 646.00000000 NS USD 613.70000000 0.000448811643 Long EC CORP US N 1 N N Dunkin' Brands Group, Inc. 549300311IRV47UCTO62 265504100 173.00000000 NS USD 9186.30000000 0.006718133289 Long EC CORP US N 1 N N N Amplify Energy Corp. J0TW5YQRAZXYN7VEU787 03212B103 267.00000000 NS USD 151.10000000 0.000110502589 Long EC CORP US N 1 N N N Columbia Sportswear Co. 549300OTMCIEUXAH5Z60 198516106 334.00000000 NS USD 23303.18000000 0.017042102837 Long EC CORP US N 1 N N N Blue Bird Corp. 5493004ZXJUUWQ65ER59 095306106 228.00000000 NS USD 2492.04000000 0.001822480964 Long EC CORP US N 1 N N N GTY Technology Holdings, Inc. N/A 362409104 1400.00000000 NS USD 6328.00000000 0.004627798727 Long EC CORP US N 1 N N Anworth Mortgage Asset Corp. N2KM5OGWVS7HLNUACF84 037347101 2989.00000000 NS USD 3377.57000000 0.002470087570 Long EC CORP US N 1 N N N Chuy's Holdings, Inc. N/A 171604101 417.00000000 NS USD 4199.19000000 0.003070955458 Long EC CORP US N 1 N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 35906A306 3489.00000000 NS USD 1325.82000000 0.000969599890 Long EC CORP US N 1 N N First Bancorp N/A 318910106 939.00000000 NS USD 21672.12000000 0.015849274551 Long EC CORP US N 1 N N N Highwoods Properties, Inc. ZIIGTYKL9T0X3HLTDX53 431284108 3500.00000000 NS USD 123970.00000000 0.090661853394 Long EC CORP US N 1 N N N Energy Fuels, Inc. 529900P0GCATXMGK8I62 292671708 3496.00000000 NS USD 4125.28000000 0.003016903529 Long EC CORP CA N 1 N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 12695.00000000 NS USD 391006.00000000 0.285950864309 Long EC CORP US N 1 N N N Farmer Brothers Co. 5493006PMLETBTVJ3262 307675108 278.00000000 NS USD 1934.88000000 0.001415018205 Long EC CORP US N 1 N N N Colony Credit Real Estate, Inc. 549300BOIFLLMVU37752 19625T101 2569.00000000 NS USD 10121.86000000 0.007402327880 Long EC CORP US N 1 N N N Genie Energy Ltd. 52990057E36X8869GX58 372284208 290.00000000 NS USD 2082.20000000 0.001522756401 Long EC CORP US N 1 N N N Eagle Materials, Inc. 529900KRXRGXL61SG039 26969P108 241.00000000 NS USD 14079.22000000 0.010296428003 Long EC CORP US N 1 N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651103 1186.00000000 NS USD 4174.72000000 0.003053060035 Long EC CORP US N 1 N N N Clean Energy Fuels Corp. 549300MTQB4VUAOPMF71 184499101 4481.00000000 NS USD 7976.18000000 0.005833147227 Long EC CORP US N 1 N N N Colfax Corp. 635400OP2DYYYMOIYL17 194014106 37778.00000000 NS USD 748004.40000000 0.547031259590 Long EC CORP US N 1 N N N Enerpac Tool Group Corp. IZW37BPZKUJE1QXGB081 292765104 913.00000000 NS USD 15110.15000000 0.011050368670 Long EC CORP US N 1 N N N FBL Financial Group, Inc. N/A 30239F106 311.00000000 NS USD 14514.37000000 0.010614662297 Long EC CORP US N 1 N N N CompX International, Inc. N/A 20563P101 77.00000000 NS USD 1170.40000000 0.000855937994 Long EC CORP US N 1 N N N VBI Vaccines, Inc. N/A 91822J103 1220.00000000 NS USD 1159.00000000 0.000847600936 Long EC CORP CA N 1 N N CTS Corp. 549300YV1HQLBVHOI649 126501105 1120.00000000 NS USD 27876.80000000 0.020386886784 Long EC CORP US N 1 N N N Clearway Energy, Inc. 549300LHAZ9HA9G3XC48 18539C105 1121.00000000 NS USD 19247.57000000 0.014076150435 Long EC CORP US N 1 N N N Heartland Express, Inc. 5299005V45FZIQGLOG39 422347104 23595.00000000 NS USD 438159.15000000 0.320434948946 Long EC CORP US N 1 N N N Benchmark Electronics, Inc. 549300W18RHYZOZKOP53 08160H101 1366.00000000 NS USD 27306.34000000 0.019969697457 Long EC CORP US N 1 N N N FS Bancorp, Inc. N/A 30263Y104 119.00000000 NS USD 4284.00000000 0.003132978784 Long EC CORP US N 1 N N N Deluxe Corp. KWGNKB8TX9LE5TV29231 248019101 1298.00000000 NS USD 33657.14000000 0.024614170302 Long EC CORP US N 1 N N N Drive Shack, Inc. 549300BOELL93IDPTJ73 262077100 104.00000000 NS USD 158.08000000 0.000115607209 Long EC CORP US N 1 N N N G1 Therapeutics, Inc. 529900TC35UPZQYRKW13 3621LQ109 444.00000000 NS USD 4892.88000000 0.003578265461 Long EC CORP US N 1 N N N Guaranty Bancshares, Inc. N/A 400764106 252.00000000 NS USD 5831.28000000 0.004264537004 Long EC CORP US N 1 N N N Fossil Group, Inc. DDMY8YZ6L8UEMS1FDM73 34988V106 1489.00000000 NS USD 4898.81000000 0.003582602194 Long EC CORP US N 1 N N American Eagle Outfitters, Inc. 5299001Z9HXK01DHW793 02553E106 462.00000000 NS USD 3672.90000000 0.002686068575 Long EC CORP US N 1 N N N Grocery Outlet Holding Corp. N/A 39874R101 1531.00000000 NS USD 52574.54000000 0.038448860512 Long EC CORP US N 1 N N N BankFinancial Corp. N/A 06643P104 436.00000000 NS USD 3841.16000000 0.002809120632 Long EC CORP US N 1 N N N Cirrus Logic, Inc. 549300NKSJEM5ZZSSV18 172755100 1987.00000000 NS USD 130406.81000000 0.095369227150 Long EC CORP US N 1 N N N AG Mortgage Investment Trust, Inc. 549300SNP0PBR2XTFR48 001228105 1037.00000000 NS USD 2841.38000000 0.002077960611 Long EC CORP US N 1 N N N Spok Holdings, Inc. 549300HXXANIVN2ICC89 84863T106 561.00000000 NS USD 5997.09000000 0.004385797324 Long EC CORP US N 1 N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 2674.00000000 NS USD 64764.28000000 0.047363472280 Long EC CORP US N 1 N N N First Guaranty Bancshares, Inc. 549300600XNPWN48W622 32043P106 180.00000000 NS USD 2597.40000000 0.001899532935 Long EC CORP US N 1 N N N Gaming and Leisure Properties, Inc. 5493006GWRDBCZYWTM57 36467J108 6944.00000000 NS USD 192418.24000000 0.140719482660 Long EC CORP US N 1 N N N Seacoast Banking Corp. of Florida 549300V6IC06XYQYPG88 811707801 1316.00000000 NS USD 24095.96000000 0.017621879429 Long EC CORP US N 1 N N N Gulfport Energy Corp. 549300FJX18IDUFPHD40 402635304 5104.00000000 NS USD 2269.75000000 0.001659915638 Long EC CORP US N 1 N N Goodrich Petroleum Corp. 5493000G2GU65EVWSF15 382410843 121.00000000 NS USD 515.46000000 0.000376966677 Long EC CORP US N 1 N N N Elevate Credit, Inc. 5493005YGC28MJELZ875 28621V101 293.00000000 NS USD 304.72000000 0.000222848108 Long EC CORP US N 1 N N N Entercom Communications Corp. N/A 293639100 3956.00000000 NS USD 6764.76000000 0.004947210449 Long EC CORP US N 1 N N N Marcus Corp. (The) 549300NL0OKPNEMP6B79 566330106 843.00000000 NS USD 10385.76000000 0.007595323469 Long EC CORP US N 1 N N N Ferro Corp. 1YTO5R7OHOPE81ZNYD08 315405100 496.00000000 NS USD 4642.56000000 0.003395201210 Long EC CORP US N 1 N N N Minerva Neurosciences, Inc. 54930017PANCHC5LYH79 603380106 81.00000000 NS USD 487.62000000 0.000356606702 Long EC CORP US N 1 N N N Hersha Hospitality Trust 549300DNC58BIN1VO064 427825500 1122.00000000 NS USD 4016.76000000 0.002937540584 Long EC CORP US N 1 N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 073685109 1634.00000000 NS USD 27026.36000000 0.019764942228 Long EC CORP US N 1 N N N Imperial Oil Ltd. 549300JZNB745JT5WY51 453038408 10131.00000000 NS 114534.36000000 0.083761372549 Long EC CORP CA N 1 N N N Consolidated Communications Holdings, Inc. 529900F6S64KOO8CXH48 209034107 2327.00000000 NS USD 10587.85000000 0.007743116112 Long EC CORP US N 1 N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 59001A102 1278.00000000 NS USD 46659.78000000 0.034123272838 Long EC CORP US N 1 N N N Erie Indemnity Co. 549300WA5KP94KRUFZ80 29530P102 285.00000000 NS USD 42248.40000000 0.030897138396 Long EC CORP US N 1 N N N Orchid Island Capital, Inc. 549300KBIHGT19K9DY89 68571X103 2132.00000000 NS USD 6289.40000000 0.004599569740 Long EC CORP US N 1 N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 05971J102 3436.00000000 NS USD 65009.12000000 0.047542528892 Long EC CORP US N 1 N N N Casper Sleep, Inc. N/A 147626105 225.00000000 NS USD 965.25000000 0.000705907509 Long EC CORP US N 1 N N Braemar Hotels & Resorts, Inc. 549300JDUUEBN868C776 10482B101 889.00000000 NS USD 1511.30000000 0.001105245293 Long EC CORP US N 1 N N N Boston Private Financial Holdings, Inc. 9LC5YYBM83TLRL460X73 101119105 2644.00000000 NS USD 18904.60000000 0.013825329302 Long EC CORP US N 1 N N N CVB Financial Corp. N/A 126600105 4559.00000000 NS USD 91407.95000000 0.066848545309 Long EC CORP US N 1 N N N CONSOL Energy, Inc. 549300YJCTPJBTK7IJ81 20854L108 870.00000000 NS USD 3210.30000000 0.002347759522 Long EC CORP US N 1 N N N Boise Cascade Co. 549300Z8B8LSRHC7XA55 09739D100 949.00000000 NS USD 22567.22000000 0.016503879899 Long EC CORP US N 1 N N N Brady Corp. 549300G2LEQOFQC8GY34 104674106 279.00000000 NS USD 12591.27000000 0.009208259052 Long EC CORP US N 1 N N N Civista Bancshares, Inc. 5493001LX61Z2UVYSC48 178867107 501.00000000 NS USD 7494.96000000 0.005481220978 Long EC CORP US N 1 N N N CyrusOne, Inc. 5493006S177ZK2ZNBU43 23283R100 3841.00000000 NS USD 237181.75000000 0.173455973593 Long EC CORP US N 1 N N N Heritage Insurance Holdings, Inc. 9845008CCYDD87F66B45 42727J102 774.00000000 NS USD 8289.54000000 0.006062313948 Long EC CORP US N 1 N N N Federal Agricultural Mortgage Corp. 549300MS654K78GYF580 313148306 239.00000000 NS USD 13295.57000000 0.009723328370 Long EC CORP US N 1 N N N GAMCO Investors, Inc. 51A2MDO9SJ2HTOSMLZ76 361438104 37.00000000 NS USD 406.63000000 0.000297377022 Long EC CORP US N 1 N N N Hubbell, Inc. 54930088VDQ6840Y6597 443510607 5982.00000000 NS USD 686374.68000000 0.501960156586 Long EC CORP US N 1 N N N Gladstone Land Corp. 54930002B3Q17H38FG74 376549101 678.00000000 NS USD 8034.30000000 0.005875651599 Long EC CORP US N 1 N N N Fluent, Inc. 549300P3G8O165ICY429 34380C102 146.00000000 NS USD 170.82000000 0.000124924238 Long EC CORP US N 1 N N Huron Consulting Group, Inc. 549300NGVB9H6TKTLE36 447462102 648.00000000 NS USD 29393.28000000 0.021495920320 Long EC CORP US N 1 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 8680.00000000 NS USD 206584.00000000 0.151079199174 Long EC CORP US N 1 N N N Cree, Inc. 549300OGU88P3AW3TO93 225447101 3419.00000000 NS USD 121237.74000000 0.088663694521 Long EC CORP US N 1 N N N Retail Opportunity Investments Corp. N/A 76131N101 4148.00000000 NS USD 34386.92000000 0.025147873677 Long EC CORP US N 1 N N N Home Bancorp, Inc. N/A 43689E107 310.00000000 NS USD 7570.20000000 0.005536245564 Long EC CORP US N 1 N N N Great Lakes Dredge & Dock Corp. 549300H65E3MZ1CX0P05 390607109 257.00000000 NS USD 2133.10000000 0.001559980636 Long EC CORP US N 1 N N N Coherus Biosciences, Inc. 5493007IL8W5MV932D26 19249H103 1271.00000000 NS USD 20615.62000000 0.015076634008 Long EC CORP US N 1 N N N Bank of Hawaii Corp. 5493006Q8BQ8AD8M2U33 062540109 1393.00000000 NS USD 76949.32000000 0.056274646839 Long EC CORP US N 1 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A 41068X100 2040.00000000 NS USD 41636.40000000 0.030449569998 Long EC CORP US N 1 N N N Berkshire Hills Bancorp, Inc. 549300AS2OC6UMMBNO37 084680107 1679.00000000 NS USD 24949.94000000 0.018246412861 Long EC CORP US N 1 N N N IAA, Inc. 549300PZCOPC5178W747 449253103 444.00000000 NS USD 13302.24000000 0.009728206281 Long EC CORP US N 1 N N N Visteon Corp. 549300MOVLYHRW4GGW78 92839U206 973.00000000 NS USD 46684.54000000 0.034141380344 Long EC CORP US N 1 N N N Acceleron Pharma, Inc. 529900TQRID2UY164805 00434H108 278.00000000 NS USD 24983.86000000 0.018271219267 Long EC CORP US N 1 N N N BJ's Wholesale Club Holdings, Inc. 549300UCIWH1C93V0J03 05550J101 2498.00000000 NS USD 63624.06000000 0.046529605550 Long EC CORP US N 1 N N N Green Brick Partners, Inc. 549300R7SCIV7FQI6T56 392709101 668.00000000 NS USD 5377.40000000 0.003932605069 Long EC CORP US N 1 N N N Agree Realty Corp. N/A 008492100 1413.00000000 NS USD 87464.70000000 0.063964764125 Long EC CORP US N 1 N N N Inseego Corp. 549300E27VG1NWGNA141 45782B104 1400.00000000 NS USD 8722.00000000 0.006378580989 Long EC CORP US N 1 N N N Exantas Capital Corp. 549300RUJWPCMY4JFR46 30068N105 986.00000000 NS USD 2721.36000000 0.001990187475 Long EC CORP US N 1 N N N Lakeland Bancorp, Inc. 549300NF90LR9ETZDR73 511637100 1876.00000000 NS USD 20279.56000000 0.014830866303 Long EC CORP US N 1 N N N Guess?, Inc. 549300QVH3ZK2DW0KP86 401617105 1678.00000000 NS USD 11360.06000000 0.008307849433 Long EC CORP US N 1 N N BellRing Brands, Inc. N/A 079823100 733.00000000 NS USD 12497.65000000 0.009139792789 Long EC CORP US N 1 N N N AMERISAFE, Inc. N/A 03071H100 593.00000000 NS USD 38230.71000000 0.027958917683 Long EC CORP US N 1 N N N Towne Bank 54930039UO39UJGI7078 89214P109 2443.00000000 NS USD 44193.87000000 0.032319901289 Long EC CORP US N 1 N N N GSI Technology, Inc. N/A 36241U106 507.00000000 NS USD 3528.72000000 0.002580626726 Long EC CORP US N 1 N N N Ocwen Financial Corp. 549300DDD1YQ8EIAT278 675746309 6602.00000000 NS USD 3301.00000000 0.002414090328 Long EC CORP US N 1 N N N Independent Bank Corp. N/A 453838609 534.00000000 NS USD 6872.58000000 0.005026061469 Long EC CORP US N 1 N N N EnPro Industries, Inc. 549300Y5CFT2LKCFDN54 29355X107 619.00000000 NS USD 24500.02000000 0.017917376957 Long EC CORP US N 1 N N N Biglari Holdings, Inc. 549300J4OQ973AEQEG06 08986R309 9.00000000 NS USD 462.60000000 0.000338309053 Long EC CORP US N 1 N N N Greif, Inc. 54930070FVGKR0Z1FI24 397624107 952.00000000 NS USD 29597.68000000 0.021645402314 Long EC CORP US N 1 N N N Akero Therapeutics, Inc. 549300SI3KG74LBE2955 00973Y108 67.00000000 NS USD 1420.40000000 0.001038768222 Long EC CORP US N 1 N N N IBERIABANK Corp. WQ4U3ADCR5WID15LA317 450828108 1818.00000000 NS USD 65738.88000000 0.048076217640 Long EC CORP US N 1 N N N Daily Journal Corp. N/A 233912104 49.00000000 NS USD 11186.70000000 0.008181067640 Long EC CORP US N 1 N N Alexander & Baldwin, Inc. N/A 014491104 2375.00000000 NS USD 26647.50000000 0.019487873988 Long EC CORP US N 1 N N N OP Bancorp 549300LTYZMS0Q13U522 67109R109 384.00000000 NS USD 2864.64000000 0.002094971135 Long EC CORP US N 1 N N N Atlas Air Worldwide Holdings, Inc. 549300R0A2TUVCYZB465 049164205 824.00000000 NS USD 21152.08000000 0.015468958425 Long EC CORP US N 1 N N N First Mid Bancshares, Inc. N/A 320866106 474.00000000 NS USD 11252.76000000 0.008229378699 Long EC CORP US N 1 N N N Bluebird Bio, Inc. N/A 09609G100 1867.00000000 NS USD 85807.32000000 0.062752687473 Long EC CORP US N 1 N N N Assembly Biosciences, Inc. N/A 045396108 832.00000000 NS USD 12338.56000000 0.009023446945 Long EC CORP US N 1 N N N New Jersey Resources Corp. 549300QKBSQBIX4DQ583 646025106 3048.00000000 NS USD 103540.56000000 0.075721376713 Long EC CORP US N 1 N N N JBG SMITH Properties N/A 46590V100 4192.00000000 NS USD 133431.36000000 0.097581143813 Long EC CORP US N 1 N N N East West Bancorp, Inc. N/A 27579R104 4993.00000000 NS USD 128519.82000000 0.093989231904 Long EC CORP US N 1 N N N Par Pacific Holdings, Inc. 549300BTNS7MHSHRLR55 69888T207 1102.00000000 NS USD 7824.20000000 0.005722001075 Long EC CORP US N 1 N N N Envista Holdings Corp. 549300BX623VURJZ5269 29415F104 17131.00000000 NS USD 255937.14000000 0.187172182503 Long EC CORP US N 1 N N N Central Pacific Financial Corp. 549300W3YEAOZ4KGG849 154760409 787.00000000 NS USD 12513.30000000 0.009151237961 Long EC CORP US N 1 N N N Knoll, Inc. 549300R7T7KP3H4DHH46 498904200 55.00000000 NS USD 567.60000000 0.000415097749 Long EC CORP US N 1 N N N Chemung Financial Corp. N/A 164024101 135.00000000 NS USD 4452.30000000 0.003256060094 Long EC CORP US N 1 N N N Astec Industries, Inc. 5493002DO2QKHLKB2A48 046224101 715.00000000 NS USD 25003.55000000 0.018285618975 Long EC CORP US N 1 N N N Juniper Networks, Inc. AUHIXNGG7U2U7JEHM527 48203R104 20446.00000000 NS USD 391336.44000000 0.286192521991 Long EC CORP US N 1 N N N Northwest Natural Holding Co. N/A 66765N105 885.00000000 NS USD 54648.75000000 0.039965773660 Long EC CORP US N 1 N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550101 8034.00000000 NS USD 46757.88000000 0.034195015419 Long EC CORP US N 1 N N N WESCO International, Inc. 529900TXOGREY3WNJ434 95082P105 21737.00000000 NS USD 496690.45000000 0.363240112611 Long EC CORP US N 1 N N N Kimball Electronics, Inc. 549300COBYN2GZCBIU87 49428J109 749.00000000 NS USD 8179.08000000 0.005981532240 Long EC CORP US N 1 N N N Exterran Corp. 549300PVC7ZU5RSQHZ60 30227H106 1011.00000000 NS USD 4852.80000000 0.003548954119 Long EC CORP US N 1 N N N First Northwest Bancorp 549300YDR3VSTKB9DQ65 335834107 244.00000000 NS USD 2652.28000000 0.001939667827 Long EC CORP US N 1 N N N Allscripts Healthcare Solutions, Inc. Y68YJHVB1GU4TAU3C223 01988P108 5364.00000000 NS USD 37762.56000000 0.027616549798 Long EC CORP US N 1 N N N Domtar Corp. XYSIJOU3HNVROZWNA008 257559203 1991.00000000 NS USD 43085.24000000 0.031509136987 Long EC CORP US N 1 N N N Brigham Minerals, Inc. 549300IQ6JCXW59RO175 10918L103 320.00000000 NS USD 2646.40000000 0.001935367660 Long EC CORP US N 1 N N N NetScout Systems, Inc. 5493005HZXZ3SPNVCV76 64115T104 2441.00000000 NS USD 57778.47000000 0.042254603343 Long EC CORP US N 1 N N N Healthcare Trust of America, Inc. 549300L0I14L7I0VLX84 42225P501 7370.00000000 NS USD 178943.60000000 0.130865196653 Long EC CORP US N 1 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438128308 14507.00000000 NS USD 325827.22000000 0.238284259511 Long EC CORP JP N 1 N N BioCryst Pharmaceuticals, Inc. 549300Z0INP1Z5NP6J59 09058V103 613.00000000 NS USD 1226.00000000 0.000896599437 Long EC CORP US N 1 N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445101 4245.00000000 NS USD 135373.05000000 0.099001142314 Long EC CORP US N 1 N N N Marcus & Millichap, Inc. 549300B2HE8ULXNB1N48 566324109 97.00000000 NS USD 2628.70000000 0.001922423279 Long EC CORP US N 1 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 69327R101 3283.00000000 NS USD 20387.43000000 0.014909753890 Long EC CORP US N 1 N N N Brixmor Property Group, Inc. 5299007UXW6Y0W2EGZ95 11120U105 10184.00000000 NS USD 96748.00000000 0.070753835542 Long EC CORP US N 1 N N N Willis Lease Finance Corp. 54930023EP1OE5MKWF89 970646105 74.00000000 NS USD 1968.40000000 0.001439532082 Long EC CORP US N 1 N N N Hawaiian Electric Industries, Inc. JJ8FWOCWCV22X7GUPJ23 419870100 3716.00000000 NS USD 159973.80000000 0.116992185227 Long EC CORP US N 1 N N N Berry Global Group, Inc. 549300G6KKUMMXM8NH73 08579W103 2760.00000000 NS USD 93039.60000000 0.068041805074 Long EC CORP US N 1 N N N Brookdale Senior Living, Inc. LH7MQB13NWY7CJ9VC445 112463104 6477.00000000 NS USD 20208.24000000 0.014778708495 Long EC CORP US N 1 N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304101 213.00000000 NS USD 3071.46000000 0.002246222926 Long EC CORP US N 1 N N N Healthcare Realty Trust, Inc. 549300CB86LH2IOKHH22 421946104 4516.00000000 NS USD 126131.88000000 0.092242881446 Long EC CORP US N 1 N N N Graham Corp. N/A 384556106 319.00000000 NS USD 4115.10000000 0.003009458682 Long EC CORP US N 1 N N N First BanCorp N/A 318672706 6787.00000000 NS USD 36106.84000000 0.026405687139 Long EC CORP PR N 1 N N N Flagstar Bancorp, Inc. 549300Q22V2Y3J4R2715 337930705 1145.00000000 NS USD 22705.35000000 0.016604897257 Long EC CORP US N 1 N N N Greif, Inc. 54930070FVGKR0Z1FI24 397624206 201.00000000 NS USD 8052.06000000 0.005888639858 Long EC CORP US N 1 N N N Hain Celestial Group, Inc. (The) 5493000S8QXWHLIXDP75 405217100 2853.00000000 NS USD 74092.41000000 0.054185328814 Long EC CORP US N 1 N N N Hilton Grand Vacations, Inc. 549300O9K6MFD8D07574 43283X105 2538.00000000 NS USD 40024.26000000 0.029270578304 Long EC CORP US N 1 N N N IES Holdings, Inc. 549300687T8E6LN6EN72 44951W106 161.00000000 NS USD 2841.65000000 0.002078158068 Long EC CORP US N 1 N N N Genworth Financial, Inc. 549300EMCG286BDNKJ33 37247D106 17228.00000000 NS USD 57196.96000000 0.041829332920 Long EC CORP US N 1 N N N CoreLogic, Inc. 54930086CD8K2UIL0516 21871D103 2571.00000000 NS USD 78518.34000000 0.057422103975 Long EC CORP US N 1 N N N Harpoon Therapeutics, Inc. 549300VFZL0TEVXILA36 41358P106 141.00000000 NS USD 1632.78000000 0.001194086157 Long EC CORP US N 1 N N Bank of Commerce Holdings HIDHKSSVNILGQQ1P9A04 06424J103 581.00000000 NS USD 4572.47000000 0.003343942928 Long EC CORP US N 1 N N N H&E Equipment Services, Inc. N/A 404030108 236.00000000 NS USD 3464.48000000 0.002533646671 Long EC CORP US N 1 N N N Bio-Rad Laboratories, Inc. 549300ZC1GPV35XYDK53 090572207 727.00000000 NS USD 254857.12000000 0.186382341292 Long EC CORP US N 1 N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560105 7067.00000000 NS USD 701258.41000000 0.512844939576 Long EC CORP US N 1 N N N IDT Corp. 549300JNTN7ZMJDFCL56 448947507 236.00000000 NS USD 1279.12000000 0.000935447204 Long EC CORP US N 1 N N N CoreCivic, Inc. 529900JFA3K6PTLT8B15 21871N101 4079.00000000 NS USD 45562.43000000 0.033320757836 Long EC CORP US N 1 N N N Alliance Data Systems Corp. 549300G8S4PO686J7H97 018581108 1241.00000000 NS USD 41759.65000000 0.030539705300 Long EC CORP US N 1 N N N Ameresco, Inc. 529900NZXZGBCBXYY327 02361E108 918.00000000 NS USD 15633.54000000 0.011433134722 Long EC CORP US N 1 N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 3374.00000000 NS USD 456569.68000000 0.333898954526 Long EC CORP US N 1 N N N Aegion Corp. 549300AG3DVJURRIT691 00770F104 996.00000000 NS USD 17858.28000000 0.013060133606 Long EC CORP US N 1 N N N Berry Corp. N/A 08579X101 2004.00000000 NS USD 4829.64000000 0.003532016726 Long EC CORP US N 1 N N N BorgWarner, Inc. 549300DSFX2IE88NSX47 099724106 57678.00000000 NS USD 1405612.86000000 1.027954077947 Long EC CORP US N 1 N N N CECO Environmental Corp. 5493002CZCTL4HGLIY91 125141101 948.00000000 NS USD 4427.16000000 0.003237674686 Long EC CORP US N 1 N N N FormFactor, Inc. 549300YCEEO6SZD1ZR61 346375108 2401.00000000 NS USD 48236.09000000 0.035276061304 Long EC CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 48666K109 2385.00000000 NS USD 43168.50000000 0.031570026766 Long EC CORP US N 1 N N N IDACORP, Inc. N134NUJDWN8UEFA8B673 451107106 1731.00000000 NS USD 151964.49000000 0.111134809337 Long EC CORP US N 1 N N N First Busey Corp. 549300X4ZNLYSX7GUY60 319383204 1727.00000000 NS USD 29548.97000000 0.021609779673 Long EC CORP US N 1 N N N Capstead Mortgage Corp. 549300W6CQE2GR8QBV24 14067E506 3059.00000000 NS USD 12847.80000000 0.009395864806 Long EC CORP US N 1 N N N Boston Omaha Corp. 54930002FEWTYF4YFF19 101044105 97.00000000 NS USD 1756.67000000 0.001284689505 Long EC CORP US N 1 N N Hooker Furniture Corp. N/A 439038100 359.00000000 NS USD 5603.99000000 0.004098315074 Long EC CORP US N 1 N N N Cadence Bancorp 54930022CKKXKBR5CK30 12739A100 31190.00000000 NS USD 204294.50000000 0.149404839948 Long EC CORP US N 1 N N N Callon Petroleum Co. 549300EFOWPEB0WLZW21 13123X102 12163.00000000 NS USD 6664.11000000 0.004873602999 Long EC CORP US N 1 N N Citizens, Inc. 549300Z39SMLUE3VF522 174740100 1613.00000000 NS USD 10516.76000000 0.007691126508 Long EC CORP US N 1 N N AMERCO 5493003WIDMLDHYC6Y24 023586100 307.00000000 NS USD 89198.85000000 0.065232984283 Long EC CORP US N 1 N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851108 5641.00000000 NS USD 50035.67000000 0.036592131790 Long EC CORP US N 1 N N N Enzo Biochem, Inc. 5299001N23WBO4XQ2P60 294100102 1465.00000000 NS USD 3706.45000000 0.002710604392 Long EC CORP US N 1 N N N Enova International, Inc. 549300O8XOCQSB49UO63 29357K103 375.00000000 NS USD 5433.75000000 0.003973815002 Long EC CORP US N 1 N N N Ducommun, Inc. 549300Z71HMWF90S2214 264147109 289.00000000 NS USD 7181.65000000 0.005252090823 Long EC CORP US N 1 N N N Clearway Energy, Inc. 549300LHAZ9HA9G3XC48 18539C204 2749.00000000 NS USD 51681.20000000 0.037795542289 Long EC CORP US N 1 N N N Broadridge Financial Solutions, Inc. N/A 11133T103 1739.00000000 NS USD 164909.37000000 0.120601670778 Long EC CORP US N 1 N N N Hackett Group, Inc. (The) 5K016KLIRB6156644289 404609109 78.00000000 NS USD 992.16000000 0.000725587355 Long EC CORP US N 1 N N N American Outdoor Brands Corp. 5493004PFHUPOR1PWN79 02874P103 2135.00000000 NS USD 17720.50000000 0.012959372211 Long EC CORP US N 1 N N N Gold Resource Corp. 5299006MQBYLDAOI2D32 38068T105 1893.00000000 NS USD 5205.75000000 0.003807073834 Long EC CORP US N 1 N N N Lumentum Holdings, Inc. 549300JLWRRC38DWEF52 55024U109 2555.00000000 NS USD 188303.50000000 0.137710287252 Long EC CORP US N 1 N N N Aaron's, Inc. 529900IVEJ72I7MQ3Z14 002535300 10381.00000000 NS USD 236479.18000000 0.172942169461 Long EC CORP US N 1 N N N Mistras Group, Inc. N/A 60649T107 515.00000000 NS USD 2193.90000000 0.001604444947 Long EC CORP US N 1 N N N Maui Land & Pineapple Co., Inc. N/A 577345101 102.00000000 NS USD 1114.86000000 0.000815320431 Long EC CORP US N 1 N N N AptarGroup, Inc. VNPEQDQFAA7IY1T2PX43 038336103 1295.00000000 NS USD 128904.30000000 0.094270410168 Long EC CORP US N 1 N N N Century Aluminum Co. 549300U5ODNGEYWKSW73 156431108 1500.00000000 NS USD 5430.00000000 0.003971072549 Long EC CORP US N 1 N N N First Internet Bancorp 549300T25MP2M92XU194 320557101 336.00000000 NS USD 5517.12000000 0.004034785227 Long EC CORP US N 1 N N N MBIA, Inc. 54F1KGFE2KNP3VAL3P42 55262C100 2258.00000000 NS USD 16122.12000000 0.011790443493 Long EC CORP US N 1 N N N GATX Corp. 549300IHYHCQP2PIR591 361448103 1196.00000000 NS USD 74821.76000000 0.054718717720 Long EC CORP US N 1 N N N Diamond Hill Investment Group, Inc. 549300AQ6779A0B7VZ57 25264R207 16.00000000 NS USD 1443.84000000 0.001055910384 Long EC CORP US N 1 N N N Ingredion, Inc. PKSTQ48QDN0XSVS7YK88 457187102 2287.00000000 NS USD 172668.50000000 0.126276084801 Long EC CORP US N 1 N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475101 195.00000000 NS USD 5001.75000000 0.003657884368 Long EC CORP US N 1 N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 477143101 8981.00000000 NS USD 80379.95000000 0.058783538297 Long EC CORP US N 1 N N N Invacare Corp. 549300NNUTG7HCZICS76 461203101 1035.00000000 NS USD 7690.05000000 0.005623894375 Long EC CORP US N 1 N N N Livent Corp. 254900OOLQ2VNMZTJL47 53814L108 5153.00000000 NS USD 27053.25000000 0.019784607448 Long EC CORP US N 1 N N N Kraton Corp. N/A 50077C106 720.00000000 NS USD 5832.00000000 0.004265063555 Long EC CORP US N 1 N N N Peapack Gladstone Financial Corp. 549300G8DN2UK8K0ET30 704699107 841.00000000 NS USD 15095.95000000 0.011039983913 Long EC CORP US N 1 N N N Hanover Insurance Group, Inc. (The) JJYR6MFKFF6CF8DBZ078 410867105 1332.00000000 NS USD 120652.56000000 0.088235740150 Long EC CORP US N 1 N N N Pacific Biosciences of California, Inc. N/A 69404D108 449.00000000 NS USD 1373.94000000 0.001004791053 Long EC CORP US N 1 N N N Hawkins, Inc. 549300VL3IJ23OWX1Y34 420261109 329.00000000 NS USD 11712.40000000 0.008565523043 Long EC CORP US N 1 N N N Equity Bancshares, Inc. 549300BPQ2EJNU4WF694 29460X109 491.00000000 NS USD 8469.75000000 0.006194105289 Long EC CORP US N 1 N N N Kohl's Corp. 549300JF6LPRTRJ0FH50 500255104 5363.00000000 NS USD 78246.17000000 0.057223060363 Long EC CORP US N 1 N N N Hologic, Inc. 549300DYP6F5ZJL0LB74 436440101 11144.00000000 NS USD 391154.40000000 0.286059392333 Long EC CORP US N 1 N N N PRA Group, Inc. 549300Q5HW3JSSB86K27 69354N106 1547.00000000 NS USD 42882.84000000 0.031361117635 Long EC CORP US N 1 N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932M107 302.00000000 NS USD 6677.22000000 0.004883190616 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 649604501 13859.00000000 NS USD 21481.45000000 0.015709833593 Long EC CORP US N 1 N N N J Alexander's Holdings, Inc. 5493002L5CGILX8MQ965 46609J106 431.00000000 NS USD 1650.73000000 0.001207213368 Long EC CORP US N 1 N N N Hub Group, Inc. N/A 443320106 25241.00000000 NS USD 1147708.27000000 0.839343058116 Long EC CORP US N 1 N N N Gaia, Inc. 529900QUX8SBA2D93M92 36269P104 385.00000000 NS USD 3418.80000000 0.002500239932 Long EC CORP US N 1 N N Hurco Cos., Inc. XSC5XDOTBYOBQPOG2O82 447324104 186.00000000 NS USD 5412.60000000 0.003958347565 Long EC CORP US N 1 N N N NextCure, Inc. 549300Y5PR6RJR1STI24 65343E108 25.00000000 NS USD 926.75000000 0.000677751654 Long EC CORP US N 1 N N N Mr Cooper Group, Inc. 549300KD8C6DPXYC2M26 62482R107 48168.00000000 NS USD 353071.44000000 0.258208527314 Long EC CORP US N 1 N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 3986345.27700000 NS USD 3986743.91000000 2.915589190054 Long STIV RF US N 1 N N N Movado Group, Inc. 549300WCGCGPWGHVXM59 624580106 550.00000000 NS USD 6501.00000000 0.004754317245 Long EC CORP US N 1 N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 552676108 1681.00000000 NS USD 38999.20000000 0.028520930490 Long EC CORP US N 1 N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C100 7737.00000000 NS USD 636600.36000000 0.465559155516 Long EC CORP US N 1 N N N American Public Education, Inc. N/A 02913V103 594.00000000 NS USD 14214.42000000 0.010395302590 Long EC CORP US N 1 N N N Macquarie Infrastructure Corp. 529900IZSJ64GH477714 55608B105 2541.00000000 NS USD 64160.25000000 0.046921732510 Long EC CORP US N 1 N N N ICU Medical, Inc. 5493003NRW7LS2QZRH60 44930G107 459.00000000 NS USD 92612.43000000 0.067729406720 Long EC CORP US N 1 N N N Costamare, Inc. 5299003L6NPTZ25LN818 N/A 1735.00000000 NS USD 7842.20000000 0.005735164851 Long EC CORP MH N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B109 13375.00000000 NS USD 120040.63000000 0.087788222944 Long EC CORP US N 1 N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417106 5869.00000000 NS USD 188923.11000000 0.138163421002 Long EC CORP US N 1 N N N Pioneer Bancorp, Inc. N/A 723561106 397.00000000 NS USD 4120.86000000 0.003013671091 Long EC CORP US N 1 N N N Simply Good Foods Co. (The) N/A 82900L102 2878.00000000 NS USD 55430.28000000 0.040537322892 Long EC CORP US N 1 N N N LeMaitre Vascular, Inc. 549300FZUBUB7MHY8R17 525558201 88.00000000 NS USD 2192.96000000 0.001603757506 Long EC CORP US N 1 N N N ICF International, Inc. 5493003KYFDDC5B3WY64 44925C103 221.00000000 NS USD 15182.70000000 0.011103426002 Long EC CORP US N 1 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 149150104 2747.00000000 NS USD 63043.65000000 0.046105139580 Long EC CORP US N 1 N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149Y108 10827.00000000 NS USD 519046.38000000 0.379589471716 Long EC CORP US N 1 N N N Midland States Bancorp, Inc. 5493006RHXW9TTBWYC94 597742105 635.00000000 NS USD 11106.15000000 0.008122159740 Long EC CORP US N 1 N N N RTI Surgical Holdings, Inc. N/A 74975N105 1904.00000000 NS USD 3255.84000000 0.002381063876 Long EC CORP US N 1 N N N Fulcrum Therapeutics, Inc. N/A 359616109 87.00000000 NS USD 1038.78000000 0.000759681536 Long EC CORP US N 1 N N N Karuna Therapeutics, Inc. N/A 48576A100 72.00000000 NS USD 5184.00000000 0.003791167605 Long EC CORP US N 1 N N PNM Resources, Inc. 5493003JOBJGLZSDDQ28 69349H107 2672.00000000 NS USD 101536.00000000 0.074255400066 Long EC CORP US N 1 N N N HomeTrust Bancshares, Inc. N/A 437872104 345.00000000 NS USD 5492.40000000 0.004016706974 Long EC CORP US N 1 N N N Gladstone Commercial Corp. 529900EVVV534W8R0T32 376536108 684.00000000 NS USD 9822.24000000 0.007183209509 Long EC CORP US N 1 N N N Waitr Holdings, Inc. 549300SZSHOJN5P4DJ61 930752100 1382.00000000 NS USD 1699.86000000 0.001243143164 Long EC CORP US N 1 N N Luminex Corp. 5299004PD7MBYRVKM104 55027E102 1489.00000000 NS USD 40992.17000000 0.029978431127 Long EC CORP US N 1 N N N Spero Therapeutics, Inc. 54930074G13LHWJT2323 84833T103 324.00000000 NS USD 2617.92000000 0.001914539640 Long EC CORP US N 1 N N N Middlesex Water Co. N/A 596680108 83.00000000 NS USD 4989.96000000 0.003649262095 Long EC CORP US N 1 N N N Colony Bankcorp, Inc. N/A 19623P101 258.00000000 NS USD 3225.00000000 0.002358509939 Long EC CORP US N 1 N N N Penn National Gaming, Inc. N/A 707569109 3336.00000000 NS USD 42200.40000000 0.030862034992 Long EC CORP US N 1 N N N Industrial Logistics Properties Trust N/A 456237106 2213.00000000 NS USD 38816.02000000 0.028386967125 Long EC CORP US N 1 N N N Level One Bancorp, Inc. 549300581TFYYPV3X561 52730D208 176.00000000 NS USD 3168.00000000 0.002316824647 Long EC CORP US N 1 N N N Panhandle Oil and Gas, Inc. 5493007OI1JOF1QSPE51 698477106 519.00000000 NS USD 1915.11000000 0.001400559990 Long EC CORP US N 1 N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109200 6639.00000000 NS 277108.55000000 0.202655277361 Long EC CORP CA N 1 N N N Shoe Carnival, Inc. N/A 824889109 281.00000000 NS USD 5836.37000000 0.004268259428 Long EC CORP US N 1 N N Alcoa Corp. 549300T12EZ1F6PWWU29 013872106 6457.00000000 NS USD 39775.12000000 0.029088377012 Long EC CORP US N 1 N N N Cellular Biomedicine Group, Inc. 529900K2GY1VG3RDS666 15117P102 122.00000000 NS USD 1930.04000000 0.001411478611 Long EC CORP US N 1 N N MSG Networks, Inc. 529900CN57TJSXQ5NM69 553573106 1641.00000000 NS USD 16738.20000000 0.012240995680 Long EC CORP US N 1 N N Lifetime Brands, Inc. 549300GS38DC0OHLYK32 53222Q103 371.00000000 NS USD 2096.15000000 0.001532958328 Long EC CORP US N 1 N N N RPC, Inc. N/A 749660106 1847.00000000 NS USD 3804.82000000 0.002782544430 Long EC CORP US N 1 N N Jacobs Engineering Group, Inc. 549300CZ8QS1GE53O776 469814107 4408.00000000 NS USD 349422.16000000 0.255539732538 Long EC CORP US N 1 N N N Park National Corp. 5493001T01TDELV5OO63 700658107 463.00000000 NS USD 35947.32000000 0.026289026827 Long EC CORP US N 1 N N N Myriad Genetics, Inc. 52990044IHUOUMETT163 62855J104 2306.00000000 NS USD 32998.86000000 0.024132756372 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1468.36000000 0.001073842373 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 19026.62000000 USD 16475.53000000 GBP 2020-06-30 1468.36000000 N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 6861.00000000 NS USD 210838.53000000 0.154190625932 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 3256.00000000 NS USD 336768.08000000 0.246285539219 Long EC CORP US N 1 N N N Monarch Casino & Resort, Inc. 549300AK5FF7KY11V997 609027107 99.00000000 NS USD 2778.93000000 0.002032289620 Long EC CORP US N 1 N N N Sportsman's Warehouse Holdings, Inc. 549300JVV8YLQSRSF462 84920Y106 1446.00000000 NS USD 8907.36000000 0.006514138633 Long EC CORP US N 1 N N N SeaSpine Holdings Corp. 5493006QNC6E00LJ7M10 81255T108 707.00000000 NS USD 5776.19000000 0.004224248535 Long EC CORP US N 1 N N N Essential Properties Realty Trust, Inc. N/A 29670E107 2791.00000000 NS USD 36450.46000000 0.026656983630 Long EC CORP US N 1 N N N Avid Bioservices, Inc. N/A 05368M106 244.00000000 NS USD 1246.84000000 0.000911840165 Long EC CORP US N 1 N N N Onto Innovation, Inc. 549300V1USTYXJ7TNR79 683344105 1270.00000000 NS USD 37680.90000000 0.027556830132 Long EC CORP US N 1 N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481101 6334.00000000 NS USD 14884.90000000 0.010885638635 Long EC CORP US N 1 N N N Huntsman Corp. 5299000V56320A7RIQ67 447011107 7407.00000000 NS USD 106883.01000000 0.078165780293 Long EC CORP US N 1 N N N Hope Bancorp, Inc. 549300UTF4QGMBHIZ219 43940T109 3822.00000000 NS USD 31416.84000000 0.022975792064 Long EC CORP US N 1 N N N First Financial Bancorp 549300D3F5B3EZMY7P77 320209109 3081.00000000 NS USD 45937.71000000 0.033595207947 Long EC CORP US N 1 N N N Aldeyra Therapeutics, Inc. N/A 01438T106 269.00000000 NS USD 664.43000000 0.000485911553 Long EC CORP US N 1 N N InnerWorkings, Inc. 5493006III7WGK4XQR43 45773Y105 1372.00000000 NS USD 1605.24000000 0.001173945579 Long EC CORP US N 1 N N N Hillenbrand, Inc. U246OE781574J2BUD366 431571108 1009.00000000 NS USD 19281.99000000 0.014101322501 Long EC CORP US N 1 N N N Howard Hughes Corp. (The) 549300BVHY25JZC1KI49 44267D107 948.00000000 NS USD 47892.96000000 0.035025123160 Long EC CORP US N 1 N N N Louisiana-Pacific Corp. 549300C7E2UAO5BVRR75 546347105 3370.00000000 NS USD 57896.60000000 0.042340994282 Long EC CORP US N 1 N N N LiveRamp Holdings, Inc. 254900GXS75LG1X7RF88 53815P108 2297.00000000 NS USD 75617.24000000 0.055300468879 Long EC CORP US N 1 N N N Nathan's Famous, Inc. 54930034SKNSF1JIE673 632347100 61.00000000 NS USD 3721.00000000 0.002721245111 Long EC CORP US N 2 N N N La-Z-Boy, Inc. 549300WNO1WMN9ZG2519 505336107 827.00000000 NS USD 16994.85000000 0.012428689192 Long EC CORP US N 1 N N N Manitowoc Co., Inc. (The) 2RTSLGQ89VMY18RHX631 563571405 1326.00000000 NS USD 11271.00000000 0.008242717993 Long EC CORP US N 1 N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 50050N103 1093.00000000 NS USD 20952.81000000 0.015323228107 Long EC CORP US N 1 N N KLX Energy Services Holdings, Inc. 5493004D4S7MAO1H3U27 48253L106 612.00000000 NS USD 428.40000000 0.000313297878 Long EC CORP US N 1 N N Luther Burbank Corp. 5493007YRUZ4ZDZM0J48 550550107 838.00000000 NS USD 7684.46000000 0.005619806291 Long EC CORP US N 1 N N N Nu Skin Enterprises, Inc. 54930050DETB6CP71D38 67018T105 1902.00000000 NS USD 41558.70000000 0.030392746363 Long EC CORP US N 1 N N N Matson, Inc. 549300OI5H3Y0I9I4I12 57686G105 1470.00000000 NS USD 45011.40000000 0.032917778074 Long EC CORP US N 1 N N N Cousins Properties, Inc. 5493007XPYD5EJABN062 222795502 4999.00000000 NS USD 146320.73000000 0.107007409630 Long EC CORP US N 1 N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 860372101 724.00000000 NS USD 19309.08000000 0.014121133985 Long EC CORP US N 1 N N N Corium International, Inc. 549300OGJMOXT00S0K11 218CVR918 138.00000000 NS USD 18.63000000 0.000013624508 Long CORP US N 3 N N Covetrus, Inc. 5493009S30DUFCF75V87 22304C100 3230.00000000 NS USD 26292.20000000 0.019228035668 Long EC CORP US N 1 N N N iShares Russell Mid-Cap Value ETF 5493005J0UKEGJC13J47 464287473 1244.00000000 NS USD 79727.96000000 0.058306724376 Long RF US N 1 N N N Jernigan Capital, Inc. N/A 476405105 722.00000000 NS USD 7913.12000000 0.005787030130 Long EC CORP US N 1 N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797103 283.00000000 NS USD 23146.57000000 0.016927570669 Long EC CORP US N 1 N N N Mattel, Inc. 549300VELLG24KHTJ564 577081102 3510.00000000 NS USD 30923.10000000 0.022614709677 Long EC CORP US N 1 N N Office Properties Income Trust N/A 67623C109 1629.00000000 NS USD 44390.25000000 0.032463518090 Long EC CORP US N 1 N N N Novagold Resources, Inc. 529900587LVZTJ2BHS60 66987E206 2536.00000000 NS USD 18715.68000000 0.013687168156 Long EC CORP CA N 1 N N N 1Life Healthcare, Inc. N/A 68269G107 355.00000000 NS USD 6443.25000000 0.004712083462 Long EC CORP US N 1 N N N West Bancorporation, Inc. 549300GKFOINCHIYU666 95123P106 411.00000000 NS USD 6719.85000000 0.004914366826 Long EC CORP US N 1 N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735100 2773.00000000 NS USD 143835.51000000 0.105189916274 Long EC CORP US N 1 N N N First Capital, Inc. N/A 31942S104 104.00000000 NS USD 6229.60000000 0.004555836750 Long EC CORP US N 1 N N Peoples Bancorp of North Carolina, Inc. N/A 710577107 162.00000000 NS USD 3298.32000000 0.002412130388 Long EC CORP US N 1 N N N Green Dot Corp. N/A 39304D102 275.00000000 NS USD 6982.25000000 0.005106265434 Long EC CORP US N 1 N N N TETRA Technologies, Inc. 549300T5W131705EK832 88162F105 3968.00000000 NS USD 1269.76000000 0.000928602040 Long EC CORP US N 1 N N N Dynatrace, Inc. N/A 268150109 859.00000000 NS USD 20478.56000000 0.014976399164 Long EC CORP US N 1 N N N CommScope Holding Co., Inc. 254900AW4CEPCQWSRI58 20337X109 6592.00000000 NS USD 60053.12000000 0.043918102454 Long EC CORP US N 1 N N N TransMedics Group, Inc. N/A 89377M109 79.00000000 NS USD 954.32000000 0.000697914172 Long EC CORP US N 1 N N N Sabra Health Care REIT, Inc. 549300E3BC7GU7TAZ621 78573L106 6939.00000000 NS USD 75773.88000000 0.055415022987 Long EC CORP US N 1 N N N Olympic Steel, Inc. 549300GQ061U6N6KWJ49 68162K106 254.00000000 NS USD 2628.90000000 0.001922569544 Long EC CORP US N 1 N N N Unisys Corp. 549300T21W22FIJJOW08 909214306 400.00000000 NS USD 4940.00000000 0.003612725302 Long EC CORP US N 1 N N N Ping Identity Holding Corp. N/A 72341T103 79.00000000 NS USD 1581.58000000 0.001156642527 Long EC CORP US N 1 N N Hudson Ltd. N/A N/A 1201.00000000 NS USD 6029.02000000 0.004409148401 Long EC CORP BM N 1 N N N Investors Real Estate Trust 5493002LG2SH9EEHT720 461730509 412.00000000 NS USD 22660.00000000 0.016571731853 Long EC CORP US N 1 N N N Park-Ohio Holdings Corp. N/A 700666100 266.00000000 NS USD 5038.04000000 0.003684424004 Long EC CORP US N 1 N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 55306N104 1854.00000000 NS USD 151008.30000000 0.110435527595 Long EC CORP US N 1 N N N LogMeIn, Inc. 549300D12V5KRBV00592 54142L109 1652.00000000 NS USD 137578.56000000 0.100614077897 Long EC CORP US N 1 N N N Oxford Industries, Inc. IDZ20O0XD3GS4UOI2L88 691497309 327.00000000 NS USD 11857.02000000 0.008671286673 Long EC CORP US N 1 N N N Physicians Realty Trust 549300ITOVH0OY7PZC34 71943U104 6347.00000000 NS USD 88477.18000000 0.064705211921 Long EC CORP US N 1 N N N Iridium Communications, Inc. 549300U620NVQ4J1CT96 46269C102 3397.00000000 NS USD 75855.01000000 0.055474355052 Long EC CORP US N 1 N N N Ingles Markets, Inc. 549300XH5RYBMYP8TF26 457030104 471.00000000 NS USD 17031.36000000 0.012455389718 Long EC CORP US N 1 N N N Cadiz, Inc. 549300PFFIS1TCKZS151 127537207 441.00000000 NS USD 5146.47000000 0.003763721131 Long EC CORP US N 1 N N GMS, Inc. 52990057RENOQO4U0D72 36251C103 751.00000000 NS USD 11813.23000000 0.008639262130 Long EC CORP US N 1 N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434L105 18460.00000000 NS USD 320465.60000000 0.234363194686 Long EC CORP US N 1 N N N Integra LifeSciences Holdings Corp. WB7IJCYY8YFTENS4O147 457985208 2448.00000000 NS USD 109352.16000000 0.079971521322 Long EC CORP US N 1 N N N Investors Bancorp, Inc. N/A 46146L101 7802.00000000 NS USD 62337.98000000 0.045589068352 Long EC CORP US N 1 N N N IDEX Corp. 549300U5Y5EL6PHYLF13 45167R104 1299.00000000 NS USD 179404.89000000 0.131202547676 Long EC CORP US N 1 N N N Stitch Fix, Inc. 549300TNHOVBOJZIYE72 860897107 146.00000000 NS USD 1854.20000000 0.001356015234 Long EC CORP US N 1 N N Financial Institutions, Inc. N/A 317585404 522.00000000 NS USD 9469.08000000 0.006924936216 Long EC CORP US N 1 N N N Smart Sand, Inc. 549300JISW1T66DVOK23 83191H107 762.00000000 NS USD 792.48000000 0.000579557195 Long EC CORP US N 1 N N Orion Engineered Carbons SA N/A N/A 631.00000000 NS USD 4707.26000000 0.003442517673 Long EC CORP LU N 1 N N N Kilroy Realty Corp. 549300CXXI18B214UN80 49427F108 3565.00000000 NS USD 227090.50000000 0.166076031445 Long EC CORP US N 1 N N N Farmers & Merchants Bancorp, Inc. N/A 30779N105 332.00000000 NS USD 8602.12000000 0.006290910238 Long EC CORP US N 1 N N N Sinclair Broadcast Group, Inc. 529900879GWQV880PQ28 829226109 116.00000000 NS USD 1865.28000000 0.001364118269 Long EC CORP US N 1 N N N Macatawa Bank Corp. N/A 554225102 841.00000000 NS USD 5987.92000000 0.004379091112 Long EC CORP US N 1 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 32051X108 18235.00000000 NS USD 301424.55000000 0.220438076645 Long EC CORP US N 1 N N N ScanSource, Inc. 7FHBAN017QDY4K2KP156 806037107 825.00000000 NS USD 17646.75000000 0.012905437294 Long EC CORP US N 1 N N N ServiceMaster Global Holdings, Inc. 549300GS10644JGL8R77 81761R109 3942.00000000 NS USD 106434.00000000 0.077837409891 Long EC CORP US N 1 N N N First Financial Corp. N/A 320218100 408.00000000 NS USD 13757.76000000 0.010061337582 Long EC CORP US N 1 N N N CEL-SCI Corp. 549300FIWOFSETIVMI17 150837607 113.00000000 NS USD 1304.02000000 0.000953657094 Long EC CORP US N 1 N N EyePoint Pharmaceuticals, Inc. N/A 30233G100 917.00000000 NS USD 935.34000000 0.000684033701 Long EC CORP US N 1 N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 8116.00000000 NS USD 316605.16000000 0.231539974186 Long EC CORP US N 1 N N N Avantor, Inc. 5493003VM0XB4U8YD238 05352A100 3272.00000000 NS USD 40867.28000000 0.029887096458 Long EC CORP US N 1 N N N IGM Biosciences, Inc. 5493008XCQES2N0VY969 449585108 34.00000000 NS USD 1909.10000000 0.001396164752 Long EC CORP US N 1 N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 68404L201 1046.00000000 NS USD 9905.62000000 0.007244187047 Long EC CORP US N 1 N N N RigNet, Inc. 549300ORCNWIVKUB8129 766582100 67.00000000 NS USD 120.60000000 0.000088197301 Long EC CORP US N 1 N N N Glacier Bancorp, Inc. 549300SMJAUKZB5D7V74 37637Q105 2536.00000000 NS USD 86236.68000000 0.063066687419 Long EC CORP US N 1 N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621X108 2080.00000000 NS USD 216507.20000000 0.158336242843 Long EC CORP US N 1 N N N Saga Communications, Inc. N/A 786598300 121.00000000 NS USD 3328.71000000 0.002434355231 Long EC CORP US N 1 N N N Columbia Property Trust, Inc. 549300J5GYF2C9BGCC39 198287203 4019.00000000 NS USD 50237.50000000 0.036739734289 Long EC CORP US N 1 N N N Schweitzer-Mauduit International, Inc. 549300Z1FU4IDULG1R21 808541106 1094.00000000 NS USD 30435.08000000 0.022257810446 Long EC CORP US N 1 N N N Roadrunner Transportation Systems, Inc. N/A 76973Q204 144.00000000 NS USD 367.20000000 0.000268541038 Long EC CORP US N 1 N N ACNB Corp. N/A 000868109 257.00000000 NS USD 7710.00000000 0.005638484227 Long EC CORP US N 1 N N N Orrstown Financial Services, Inc. 5493008IR3FINUFGVM95 687380105 346.00000000 NS USD 4764.42000000 0.003484319977 Long EC CORP US N 1 N N N Hostess Brands, Inc. N/A 44109J106 3903.00000000 NS USD 41605.98000000 0.030427323216 Long EC CORP US N 1 N N N ProPetro Holding Corp. N/A 74347M108 1079.00000000 NS USD 2697.50000000 0.001972738158 Long EC CORP US N 1 N N N ServisFirst Bancshares, Inc. N/A 81768T108 288.00000000 NS USD 8444.16000000 0.006175390787 Long EC CORP US N 1 N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 363576109 1043.00000000 NS USD 85014.93000000 0.062173196096 Long EC CORP US N 1 N N N SPX Corp. P761FCI0CPOG24I8JE10 784635104 265.00000000 NS USD 8649.60000000 0.006325633355 Long EC CORP US N 1 N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 307.00000000 NS USD 47658.68000000 0.034853789297 Long EC CORP US N 1 N N N Trimble, Inc. 549300E2MI7NSZFQWS19 896239100 7157.00000000 NS USD 227807.31000000 0.166600249588 Long EC CORP US N 1 N N N Kimball International, Inc. 549300RYF7HKL9SKYG25 494274103 161.00000000 NS USD 1917.51000000 0.001402315160 Long EC CORP US N 1 N N N Sun Communities, Inc. 549300H5GEOJYN41ZG57 866674104 2360.00000000 NS USD 294646.00000000 0.215480781280 Long EC CORP US N 1 N N N Haynes International, Inc. 549300I9MS5UZLRFDO40 420877201 404.00000000 NS USD 8326.44000000 0.006089299690 Long EC CORP US N 1 N N N International Bancshares Corp. 549300Y16R531AU8TX77 459044103 1860.00000000 NS USD 49996.80000000 0.036563705346 Long EC CORP US N 1 N N N Textainer Group Holdings Ltd. 529900OHEYRATAFMIT89 N/A 2126.00000000 NS USD 17475.72000000 0.012780359478 Long EC CORP BM N 1 N N N Anixter International, Inc. 529900ZMALH8DA7UJT76 035290105 1038.00000000 NS USD 91209.06000000 0.066703092893 Long EC CORP US N 1 N N N Lions Gate Entertainment Corp. 5493000JSMHPHZURLM72 535919500 3541.00000000 NS USD 19758.78000000 0.014450008999 Long EC CORP CA N 1 N N N Jounce Therapeutics, Inc. 5493004MZJQIV2K8ZT61 481116101 593.00000000 NS USD 2816.75000000 0.002059948177 Long EC CORP US N 1 N N N Party City Holdco, Inc. 549300BUAG9YASF5Q703 702149105 1653.00000000 NS USD 757.57000000 0.000554026782 Long EC CORP US N 1 N N Hingham Institution for Savings 2549009GDCGUR2T6KU55 433323102 25.00000000 NS USD 3624.75000000 0.002650855473 Long EC CORP US N 1 N N N Vector Group Ltd. 549300TUIF4WWN6NDN50 92240M108 246.00000000 NS USD 2317.32000000 0.001694704574 Long EC CORP US N 1 N N N Hudson Pacific Properties, Inc. N/A 444097109 5213.00000000 NS USD 132201.68000000 0.096681853115 Long EC CORP US N 1 N N N AdvanSix, Inc. 5493009TPRODMCAZLF67 00773T101 911.00000000 NS USD 8690.94000000 0.006355866162 Long EC CORP US N 1 N N N Ascena Retail Group, Inc. 549300315OFTD1VN3V49 04351G200 183.00000000 NS USD 254.37000000 0.000186026100 Long EC CORP US N 1 N N NCS Multistage Holdings, Inc. 5493003WLG5T6MNJ7292 628877102 341.00000000 NS USD 218.24000000 0.000159603475 Long EC CORP US N 1 N N N Patterson Cos., Inc. YM48Q2087CUE26GWEK09 703395103 2906.00000000 NS USD 44432.74000000 0.032494591915 Long EC CORP US N 1 N N N Protective Insurance Corp. N/A 74368L203 312.00000000 NS USD 4290.00000000 0.003137366710 Long EC CORP US N 1 N N N Credit Acceptance Corp. N/A 225310101 39.00000000 NS USD 9971.91000000 0.007292666310 Long EC CORP US N 1 N N Mid-America Apartment Communities, Inc. 549300FQZKFR5YNSHZ21 59522J103 3444.00000000 NS USD 354835.32000000 0.259498489643 Long EC CORP US N 1 N N N Ramaco Resources, Inc. 5493001BYUI4TCQOPF70 75134P303 419.00000000 NS USD 1001.41000000 0.000732352073 Long EC CORP US N 1 N N JC Penney Co., Inc. N/A 708160106 11266.00000000 NS USD 4055.76000000 0.002966062099 Long EC CORP US N 1 N N SmartFinancial, Inc. N/A 83190L208 397.00000000 NS USD 6038.37000000 0.004415986252 Long EC CORP US N 1 N N N Valmont Industries, Inc. 5493009ZGZJJ8F77JN08 920253101 730.00000000 NS USD 77365.40000000 0.056578934844 Long EC CORP US N 1 N N N Ohio Valley Banc Corp. N/A 677719106 138.00000000 NS USD 4137.24000000 0.003025650127 Long EC CORP US N 1 N N N Customers Bancorp, Inc. 549300WLBCHYKZ53FN68 23204G100 891.00000000 NS USD 9738.63000000 0.007122063768 Long EC CORP US N 1 N N N PICO Holdings, Inc. N/A 693366205 568.00000000 NS USD 4419.04000000 0.003231736360 Long EC CORP US N 1 N N N Mueller Water Products, Inc. 549300F7ZU4P1F8V8L60 624758108 2035.00000000 NS USD 16300.35000000 0.011920786819 Long EC CORP US N 1 N N N Primerica, Inc. 254900621R686KJR7022 74164M108 378.00000000 NS USD 33445.44000000 0.024459349665 Long EC CORP US N 1 N N N Janus Henderson Group plc 2138009WPYMWJN3RVF44 N/A 5414.00000000 NS USD 82942.48000000 0.060657570073 Long EC CORP JE N 1 N N N TriState Capital Holdings, Inc. 5493003JKSPN0881WX29 89678F100 938.00000000 NS USD 9070.46000000 0.006633417074 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 758075402 3696.00000000 NS USD 18701.76000000 0.013676988169 Long EC CORP US N 1 N N N Macerich Co. (The) 529900PSWCB5KI0JYU46 554382101 4880.00000000 NS USD 27474.40000000 0.020092603250 Long EC CORP US N 1 N N Trinseo SA 222100SZ6J5ZF05ZTR58 N/A 1283.00000000 NS USD 23235.13000000 0.016992336449 Long EC CORP LU N 1 N N N Alliant Energy Corp. 5493009ML300G373MZ12 018802108 8240.00000000 NS USD 397909.60000000 0.290999611354 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 1911.00000000 NS USD 182920.92000000 0.133773893941 Long EC CORP US N 1 N N N Kronos Worldwide, Inc. 549300OBZ34C65APL277 50105F105 740.00000000 NS USD 6245.60000000 0.004567537884 Long EC CORP US N 1 N N Kala Pharmaceuticals, Inc. 529900Y7RO0C9P0TX474 483119103 409.00000000 NS USD 3595.11000000 0.002629179122 Long EC CORP US N 1 N N Regis Corp. 5493000Q1S5TJIDIQH89 758932107 684.00000000 NS USD 4042.44000000 0.002956320905 Long EC CORP US N 1 N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879Q109 4793.00000000 NS USD 707974.03000000 0.517756212915 Long EC CORP US N 1 N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291108 184.00000000 NS USD 6842.96000000 0.005004399744 Long EC CORP US N 1 N N N HD Supply Holdings, Inc. 549300B7Z7O7RWEXS689 40416M105 5557.00000000 NS USD 157985.51000000 0.115538107172 Long EC CORP US N 1 N N N Genesco, Inc. 549300VY2Q511P1K5P56 371532102 450.00000000 NS USD 6003.00000000 0.004390119431 Long EC CORP US N 1 N N N NeoPhotonics Corp. 5493001EHDO3GEGZ6930 64051T100 1276.00000000 NS USD 9251.00000000 0.006765449751 Long EC CORP US N 1 N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 2980.00000000 NS USD 450218.40000000 0.329254130648 Long EC CORP US N 1 N N N Kelly Services, Inc. N/A 488152208 1202.00000000 NS USD 15253.38000000 0.011155115764 Long EC CORP US N 1 N N N TE Connectivity Ltd. 894500ZRIX9K13RHXR17 N/A 5466.00000000 NS USD 344248.68000000 0.251756258429 Long EC CORP CH N 1 N N N Alerus Financial Corp. 5493008BXLBPPELQ3G57 01446U103 106.00000000 NS USD 1751.12000000 0.001280630674 Long EC CORP US N 1 N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545G102 901.00000000 NS USD 11965.28000000 0.008750459475 Long EC CORP US N 1 N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 025676206 2848.00000000 NS USD 53542.40000000 0.039156676770 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 659.60000000 0.000482379273 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 17330.35000000 USD 25295.38000000 CAD 2020-06-30 659.60000000 N N N PC Connection, Inc. 5299005WPRNIXDV2KM73 69318J100 377.00000000 NS USD 15536.17000000 0.011361926005 Long EC CORP US N 1 N N N SLM Corp. 4K8SLPBF5DXXGPW03H93 78442P106 14537.00000000 NS USD 104521.03000000 0.076438414927 Long EC CORP US N 1 N N N Service Corp. International 549300RKVM2ME20JHZ15 817565104 3869.00000000 NS USD 151316.59000000 0.110660986519 Long EC CORP US N 1 N N N Spirit Airlines, Inc. 549300DCAFIXFNFR3304 848577102 470.00000000 NS USD 6058.30000000 0.004430561477 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A -46684.64000000 -0.03414145347 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 591956.28000000 GBP 689688.26000000 USD 2020-06-30 -46684.64000000 N N N Ameris Bancorp PBJHNT51T5V6G5UQFV42 03076K108 1821.00000000 NS USD 43266.96000000 0.031642032623 Long EC CORP US N 1 N N N Tootsie Roll Industries, Inc. 529900SBKOV9XX4M4Q35 890516107 74.16000000 NS USD 2666.79000000 0.001950279293 Long EC CORP US N 1 N N N Premier Financial Bancorp, Inc. N/A 74050M105 434.00000000 NS USD 5381.60000000 0.003935676617 Long EC CORP US N 1 N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 50992.00000000 NS USD 401307.04000000 0.293484230271 Long EC CORP US N 1 N N N Tidewater, Inc. N/A 88642R109 1202.00000000 NS USD 8510.16000000 0.006223657967 Long EC CORP US N 1 N N N Red Lion Hotels Corp. 549300SQ6C322WRSYZ27 756764106 623.00000000 NS USD 909.58000000 0.000665194874 Long EC CORP US N 1 N N N WW International, Inc. SGT8R1MU6ESIC7UJC518 98262P101 1753.00000000 NS USD 29643.23000000 0.021678713982 Long EC CORP US N 1 N N N NETGEAR, Inc. 54930067KX3UNRHDWA78 64111Q104 1068.00000000 NS USD 24393.12000000 0.017839198751 Long EC CORP US N 1 N N N Saul Centers, Inc. N/A 804395101 37.00000000 NS USD 1211.38000000 0.000885907525 Long EC CORP US N 1 N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717102 5097.00000000 NS USD 31244.61000000 0.022849836663 Long EC CORP US N 1 N N INTL. FCStone, Inc. 549300JUF07L8VF02M60 46116V105 520.00000000 NS USD 18855.20000000 0.013789202049 Long EC CORP US N 1 N N N PerkinElmer, Inc. 549300IKL1SDPFI7N655 714046109 2957.00000000 NS USD 222602.96000000 0.162794199602 Long EC CORP US N 1 N N N Laredo Petroleum, Inc. 549300X0PTWU2QSLSL14 516806106 5761.00000000 NS USD 2188.03000000 0.001600152093 Long EC CORP US N 1 N N UMH Properties, Inc. 529900OM5K3PJ11F0Q09 903002103 192.00000000 NS USD 2085.12000000 0.001524891858 Long EC CORP US N 1 N N N United Bankshares, Inc. 5299005O3BAMJ9Z92V62 909907107 3349.00000000 NS USD 77294.92000000 0.056527391346 Long EC CORP US N 1 N N N Regional Management Corp. 549300S5O87W87JW4146 75902K106 153.00000000 NS USD 2089.98000000 0.001528446078 Long EC CORP US N 1 N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121100 7356.00000000 NS USD 133290.72000000 0.097478290840 Long EC CORP US N 1 N N N Timberland Bancorp, Inc. N/A 887098101 254.00000000 NS USD 4645.66000000 0.003397468305 Long EC CORP US N 1 N N N StarTek, Inc. 549300ONES3WQ9KY7P17 85569C107 554.00000000 NS USD 2083.04000000 0.001523370711 Long EC CORP US N 1 N N N Sonoco Products Co. GKOMIK4RDJGHEF0VNP11 835495102 12704.00000000 NS USD 588830.40000000 0.430623984828 Long EC CORP US N 1 N N N Materion Corp. 549300CJ5RI351SUYT02 576690101 379.00000000 NS USD 13268.79000000 0.009703743596 Long EC CORP US N 1 N N N Meet Group, Inc. (The) 549300G36FY0SJT18C53 58513U101 924.00000000 NS USD 5423.88000000 0.003966596865 Long EC CORP US N 1 N N N Papa John's International, Inc. HZYLD3DK5XOX0WBVNB56 698813102 84.00000000 NS USD 4483.08000000 0.003278570151 Long EC CORP US N 1 N N AO Smith Corp. 549300XG4US7UJNECY36 831865209 3897.00000000 NS USD 147345.57000000 0.107756896553 Long EC CORP US N 1 N N N TripAdvisor, Inc. N/A 896945201 327.00000000 NS USD 5686.53000000 0.004158678302 Long EC CORP US N 1 N N N HarborOne Bancorp, Inc. N/A 41165Y100 862.00000000 NS USD 6490.86000000 0.004746901651 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -48.16000000 -0.00003522041 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 112787.45000000 NOK 10803.87000000 USD 2020-06-30 -48.16000000 N N N LTC Properties, Inc. 549300NRZP8IJG2KY677 502175102 638.00000000 NS USD 19714.20000000 0.014417406712 Long EC CORP US N 1 N N N Bancorp, Inc. (The) N/A 05969A105 1625.00000000 NS USD 9863.75000000 0.007213566640 Long EC CORP US N 1 N N N Capital City Bank Group, Inc. N/A 139674105 451.00000000 NS USD 9074.12000000 0.006636093709 Long EC CORP US N 1 N N N Sandy Spring Bancorp, Inc. N/A 800363103 1233.00000000 NS USD 27915.12000000 0.020414911002 Long EC CORP US N 1 N N N Alleghany Corp. 549300DCJE6AYX159479 017175100 430.00000000 NS USD 237510.50000000 0.173696395343 Long EC CORP US N 1 N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 02208R106 2100.00000000 NS USD 36729.00000000 0.026860685757 Long EC CORP US N 1 N N N TRI Pointe Group, Inc. N/A 87265H109 4535.00000000 NS USD 39771.95000000 0.029086058724 Long EC CORP US N 1 N N N Spirit of Texas Bancshares, Inc. N/A 84861D103 454.00000000 NS USD 4694.36000000 0.003433083633 Long EC CORP US N 1 N N N Regal Beloit Corp. QH78R09VCJGQKPBPYU33 758750103 1382.00000000 NS USD 86996.90000000 0.063622652202 Long EC CORP US N 1 N N N Spartan Motors, Inc. 549300YY0TB51BGRV994 846819100 318.00000000 NS USD 4105.38000000 0.003002350243 Long EC CORP US N 1 N N N United Community Banks, Inc. 549300GVW0FV66X3U703 90984P303 2278.00000000 NS USD 41710.18000000 0.030503526855 Long EC CORP US N 1 N N N Sprout Social, Inc. N/A 85209W109 68.00000000 NS USD 1085.28000000 0.000793687958 Long EC CORP US N 1 N N DHT Holdings, Inc. 549300SMD6IVZYT74K40 N/A 4134.00000000 NS USD 31707.78000000 0.023188562570 Long EC CORP MH N 1 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 22384.00000000 NS 144436.12000000 0.105629154927 Long EC CORP GB N 2 N N N Mack-Cali Realty Corp. N/A 554489104 2969.00000000 NS USD 45217.87000000 0.033068773903 Long EC CORP US N 1 N N N Park Hotels & Resorts, Inc. 5493005UZ5TQN0H6HS73 700517105 8218.00000000 NS USD 65004.38000000 0.047539062431 Long EC CORP US N 1 N N N Realogy Holdings Corp. 5493004HBTOTE9DI9P12 75605Y106 3761.00000000 NS USD 11320.61000000 0.008278998823 Long EC CORP US N 1 N N F5 Networks, Inc. N/A 315616102 2928.00000000 NS USD 312212.64000000 0.228327632456 Long EC CORP US N 1 N N N Spirit Realty Capital, Inc. 549300LTU6LVPZSHMJ25 84860W300 3405.00000000 NS USD 89040.75000000 0.065117362447 Long EC CORP US N 1 N N N Rush Enterprises, Inc. 529900V3XHTN7A6DFT17 781846209 906.00000000 NS USD 28919.52000000 0.021149449725 Long EC CORP US N 1 N N N United Security Bancshares 549300J2H2JYVXXP3J32 911460103 806.00000000 NS USD 5158.40000000 0.003772445789 Long EC CORP US N 1 N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 00790X101 136.00000000 NS USD 4460.80000000 0.003262276321 Long EC CORP US N 1 N N N Hyster-Yale Materials Handling, Inc. N/A 449172105 325.00000000 NS USD 13029.25000000 0.009528562985 Long EC CORP US N 1 N N N American Vanguard Corp. 529900GWI78WZA5M9783 030371108 920.00000000 NS USD 13303.20000000 0.009728908349 Long EC CORP US N 1 N N N Lancaster Colony Corp. 529900X4O13HED1ZAS58 513847103 189.00000000 NS USD 27336.96000000 0.019992090503 Long EC CORP US N 1 N N N UNITY Biotechnology, Inc. 549300WDOM0RU3CUO763 91381U101 282.00000000 NS USD 1635.60000000 0.001196148482 Long EC CORP US N 1 N N Nexstar Media Group, Inc. 52990083ZRR5UT591988 65336K103 335.00000000 NS USD 19339.55000000 0.014143417333 Long EC CORP US N 1 N N N Enstar Group Ltd. 213800AMAL5QFXVUCN04 N/A 2030.00000000 NS USD 322871.50000000 0.236122679667 Long EC CORP BM N 1 N N N Southside Bancshares, Inc. 549300TC83207VQA2K65 84470P109 1095.00000000 NS USD 33277.05000000 0.024336202537 Long EC CORP US N 1 N N N Independent Bank Group, Inc. N/A 45384B106 949.00000000 NS USD 22472.32000000 0.016434477545 Long EC CORP US N 1 N N N NN, Inc. 549300SU3TUM6VH84645 629337106 1328.00000000 NS USD 2297.44000000 0.001680165914 Long EC CORP US N 1 N N N Kite Realty Group Trust N/A 49803T300 2717.00000000 NS USD 25729.99000000 0.018816879738 Long EC CORP US N 1 N N N Schnitzer Steel Industries, Inc. 549300F62TK8VRDSM285 806882106 822.00000000 NS USD 10718.88000000 0.007838941091 Long EC CORP US N 1 N N N Sykes Enterprises, Inc. 549300JJ24XHULP7Q562 871237103 1263.00000000 NS USD 34252.56000000 0.025049613399 Long EC CORP US N 1 N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311A105 2263.00000000 NS USD 71307.13000000 0.052148395305 Long EC CORP US N 1 N N N PJT Partners, Inc. 549300W3WBEQUBKYTN87 69343T107 307.00000000 NS USD 13320.73000000 0.009741728405 Long EC CORP US N 1 N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229106 13031.00000000 NS USD 173051.68000000 0.126556312348 Long EC CORP US N 1 N N N Qurate Retail, Inc. 549300PSXEKU4PHLCR04 74915M100 13180.00000000 NS USD 80463.90000000 0.058844932688 Long EC CORP US N 1 N N N Tredegar Corp. 54930003228ERHCH6K87 894650100 861.00000000 NS USD 13457.43000000 0.009841699973 Long EC CORP US N 1 N N N Prosperity Bancshares, Inc. N/A 743606105 7196.00000000 NS USD 347207.00000000 0.253919739708 Long EC CORP US N 1 N N N PDL Community Bancorp 549300VUVEHMJWOD0Y07 69290X101 263.00000000 NS USD 2701.01000000 0.001975305095 Long EC CORP US N 1 N N N ManTech International Corp. 5299007N03CAU4SWNR02 564563104 914.00000000 NS USD 66420.38000000 0.048574612841 Long EC CORP US N 1 N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 00404A109 3061.00000000 NS USD 56169.35000000 0.041077820238 Long EC CORP US N 1 N N N Strongbridge Biopharma plc 5493001OUCRYIW3XQZ24 N/A 1216.00000000 NS USD 2298.24000000 0.001680750971 Long EC CORP IE N 1 N N N nVent Electric plc N/A N/A 42584.00000000 NS USD 718392.08000000 0.525375150737 Long EC CORP IE N 1 N N N Sangamo Therapeutics, Inc. 2549006WMRKRC4G32Z67 800677106 1097.00000000 NS USD 6987.89000000 0.005110390084 Long EC CORP US N 1 N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 934.00000000 NS USD 75084.26000000 0.054910689460 Long EC CORP US N 1 N N N Reading International, Inc. 549300OHQRI7MW2NQU72 755408101 439.00000000 NS USD 1707.71000000 0.001248884033 Long EC CORP US N 1 N N N Universal Health Realty Income Trust 549300L4MWZL4IH6H172 91359E105 36.00000000 NS USD 3629.16000000 0.002654080599 Long EC CORP US N 1 N N N Quanex Building Products Corp. 5493000TL30VL5WOAW87 747619104 1060.00000000 NS USD 10684.80000000 0.007814017674 Long EC CORP US N 1 N N N Pentair plc 549300EVR9D56WPSRP15 N/A 5747.00000000 NS USD 171030.72000000 0.125078342039 Long EC CORP IE N 1 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779103 501.00000000 NS USD 7194.36000000 0.005261385912 Long EC CORP US N 1 N N N PolarityTE, Inc. 549300S23HGL0P1Y1N41 731094108 512.00000000 NS USD 552.96000000 0.000404391211 Long EC CORP US N 1 N N VSE Corp. 549300QWJYQDH4U5XI15 918284100 240.00000000 NS USD 3933.60000000 0.002876723937 Long EC CORP US N 1 N N N Outfront Media, Inc. 549300RZWDYU5722I639 69007J106 4147.00000000 NS USD 55901.56000000 0.040881979811 Long EC CORP US N 1 N N N Adient plc 5493002QLDY8O75RTR78 N/A 3035.00000000 NS USD 27527.45000000 0.020131399824 Long EC CORP IE N 1 N N N Valvoline, Inc. 549300CMHPBEY6VPOT75 92047W101 6480.00000000 NS USD 84823.20000000 0.062032979937 Long EC CORP US N 1 N N N Village Super Market, Inc. 25490069686XCNNEMQ07 927107409 336.00000000 NS USD 8258.88000000 0.006039891649 Long EC CORP US N 1 N N N Viking Therapeutics, Inc. 529900IVC72YPFA25M37 92686J106 1876.00000000 NS USD 8779.68000000 0.006420763580 Long EC CORP US N 1 N N Spectrum Brands Holdings, Inc. 549300JM0MJETDD30O20 84790A105 1588.00000000 NS USD 57755.56000000 0.042237848781 Long EC CORP US N 1 N N N Seaboard Corp. 87Q3KOXT29OW9W9YPT70 811543107 9.00000000 NS USD 25315.20000000 0.018513535138 Long EC CORP US N 1 N N N Systemax, Inc. N/A 871851101 92.00000000 NS USD 1631.16000000 0.001192901417 Long EC CORP US N 1 N N N PBF Energy, Inc. 2549003PBEDCSZMZIY02 69318G106 4165.00000000 NS USD 29488.20000000 0.021565337301 Long EC CORP US N 1 N N N SolarWinds Corp. N/A 83417Q105 1032.00000000 NS USD 16171.44000000 0.011826512240 Long EC CORP US N 1 N N N Powell Industries, Inc. 549300V08RO7MX2UBN26 739128106 267.00000000 NS USD 6853.89000000 0.005012393081 Long EC CORP US N 1 N N N Arena Pharmaceuticals, Inc. 529900CVGQMPJ3A3NI85 040047607 336.00000000 NS USD 14112.00000000 0.010320400702 Long EC CORP US N 1 N N N Ralph Lauren Corp. HO1QNWM0IXBZ0QSMMO20 751212101 1657.00000000 NS USD 110737.31000000 0.080984510482 Long EC CORP US N 1 N N N Stratus Properties, Inc. 5493008I6ZRDZWT8ZZ15 863167201 199.00000000 NS USD 3520.31000000 0.002574476317 Long EC CORP US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 86722A103 2350.00000000 NS USD 9047.50000000 0.006616625946 Long EC CORP US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 70931T103 3213.00000000 NS USD 34122.06000000 0.024954176020 Long EC CORP US N 1 N N N Banc of California, Inc. 549300ZKWUJDP6LJ1X87 05990K106 1812.00000000 NS USD 14496.00000000 0.010601227932 Long EC CORP US N 1 N N N Tribune Publishing Co. 549300OYS3J30M2N5272 89609W107 577.00000000 NS USD 4679.47000000 0.003422194265 Long EC CORP US N 1 N N N Stamps.com, Inc. 5299008VAXLEGU4Y4038 852857200 565.00000000 NS USD 73495.20000000 0.053748576652 Long EC CORP US N 1 N N N TESSCO Technologies, Inc. 254900BNVQFBKCIOE491 872386107 217.00000000 NS USD 1061.13000000 0.000776026558 Long EC CORP US N 1 N N N RealReal, Inc. (The) 549300O00VUGT4H1PE90 88339P101 1249.00000000 NS USD 8755.49000000 0.006403072927 Long EC CORP US N 1 N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 1639.00000000 NS USD 212627.47000000 0.155498915163 Long EC CORP US N 1 N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247X101 598.00000000 NS USD 263102.06000000 0.192412038328 Long EC CORP US N 1 N N N Washington Trust Bancorp, Inc. J66MZFCNJPP3PERHZW54 940610108 508.00000000 NS USD 18572.48000000 0.013582443001 Long EC CORP US N 1 N N N Synchronoss Technologies, Inc. 5493007Z5J8Z2TA76376 87157B103 1224.00000000 NS USD 3733.20000000 0.002730167226 Long EC CORP US N 1 N N SEI Investments Co. 5LJTIFADGZ6XH1RVOC11 784117103 2292.00000000 NS USD 106211.28000000 0.077674530097 Long EC CORP US N 1 N N N Sunnova Energy International, Inc. 549300JK1Y1VVC3JU540 86745K104 737.00000000 NS USD 7421.59000000 0.005427563963 Long EC CORP US N 1 N N N Safety Insurance Group, Inc. 254900LDCFLA3J746840 78648T100 504.00000000 NS USD 42552.72000000 0.031119693975 Long EC CORP US N 1 N N N Antero Midstream Corp. N/A 03676B102 9343.00000000 NS USD 19620.30000000 0.014348735679 Long EC CORP US N 1 N N First American Financial Corp. 549300B6VEZK3N0A1P55 31847R102 3646.00000000 NS USD 154626.86000000 0.113081856192 Long EC CORP US N 1 N N N Quad/Graphics, Inc. W2D68G5NJH4X0NW8PT65 747301109 918.00000000 NS USD 2313.36000000 0.001691808543 Long EC CORP US N 1 N N N Prevail Therapeutics, Inc. N/A 74140Y101 96.00000000 NS USD 1170.24000000 0.000855820983 Long EC CORP US N 1 N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605H100 835.00000000 NS USD 40672.85000000 0.029744905734 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 81761L102 5621.00000000 NS USD 30353.40000000 0.022198076154 Long EC CORP US N 1 N N N Washington REIT 549300DI34BGS8LVKW95 939653101 2808.00000000 NS USD 67026.96000000 0.049018217480 Long EC CORP US N 1 N N N SpartanNash Co. 549300TV3QCCSQLF5X16 847215100 1170.00000000 NS USD 16754.40000000 0.012252843079 Long EC CORP US N 1 N N N ORBCOMM, Inc. 529900PSC8WVCY267I23 68555P100 512.00000000 NS USD 1249.28000000 0.000913624588 Long EC CORP US N 1 N N N Armada Hoffler Properties, Inc. 549300WQRSIV6XZT9313 04208T108 1415.00000000 NS USD 15140.50000000 0.011072564260 Long EC CORP US N 1 N N N Gates Industrial Corp. plc N/A N/A 1546.00000000 NS USD 11409.48000000 0.008343991312 Long EC CORP GB N 1 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 N/A 1589846.85000000 PA USD 1589846.85000000 1.162688247438 Long RA CORP DE N 2 Repurchase Y 0.01000000 2020-04-01 2043284.75292100 USD 1621644.04309300 USD UST N N State Auto Financial Corp. N/A 855707105 591.00000000 NS USD 16423.89000000 0.012011134204 Long EC CORP US N 1 N N N WideOpenWest, Inc. 549300RM6J2BWWOFU889 96758W101 821.00000000 NS USD 3907.96000000 0.002857972869 Long EC CORP US N 1 N N N Protagonist Therapeutics, Inc. N/A 74366E102 203.00000000 NS USD 1433.18000000 0.001048114503 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -463.68000000 -0.00033909888 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 28715.84000000 CAD 19958.88000000 USD 2020-06-30 -463.68000000 N N N Weyerhaeuser Co. 08IRJODWFYBI7QWRGS31 962166104 30009.00000000 NS USD 508652.55000000 0.371988246487 Long EC CORP US N 1 N N N Vir Biotechnology, Inc. N/A 92764N102 49.00000000 NS USD 1679.23000000 0.001228056014 Long EC CORP US N 1 N N Limoneira Co. 549300UCPZVJGYHI7550 532746104 335.00000000 NS USD 4388.50000000 0.003209401819 Long EC CORP US N 1 N N N Woodward, Inc. YPYKXXTR8TFDH54ZMB45 980745103 354.00000000 NS USD 21041.76000000 0.015388279102 Long EC CORP US N 1 N N N CF Industries Holdings, Inc. 529900CG8YAQFZ2JMV97 125269100 6756.00000000 NS USD 183763.20000000 0.134389870918 Long EC CORP US N 1 N N N South State Corp. 549300JZUANXM0YQ4W53 840441109 1141.00000000 NS USD 67010.93000000 0.049006494405 Long EC CORP US N 1 N N N People's United Financial, Inc. ROPY7PEPIPIDJNF0BO69 712704105 15149.00000000 NS USD 167396.45000000 0.122420524390 Long EC CORP US N 1 N N N Westrock Co. 549300JEB576INN13W07 96145D105 8144.00000000 NS USD 230149.44000000 0.168313098234 Long EC CORP US N 1 N N N Knight-Swift Transportation Holdings, Inc. N/A 499049104 4232.00000000 NS USD 138809.60000000 0.101514363192 Long EC CORP US N 1 N N N Rayonier Advanced Materials, Inc. 54930053QJ7OUGZG4F72 75508B104 1504.00000000 NS USD 1594.24000000 0.001165901049 Long EC CORP US N 1 N N N Genuine Parts Co. 549300D46DQVEU651W04 372460105 6641.00000000 NS USD 447138.53000000 0.327001757312 Long EC CORP US N 1 N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377508 8633.00000000 NS USD 235335.58000000 0.172105830866 Long EC CORP US N 1 N N N Ormat Technologies, Inc. 5493000TSHHWY24VHM09 686688102 875.00000000 NS USD 59202.50000000 0.043296026261 Long EC CORP US N 1 N N N Vince Holding Corp. 5493002NOQOX2DHRRF35 92719W207 129.00000000 NS USD 500.52000000 0.000366040742 Long EC CORP US N 1 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 N/A 19244.00000000 NS USD 22323.04000000 0.016325305959 Long EC CORP CH N 1 N N Getty Realty Corp. N/A 374297109 1071.00000000 NS USD 25425.54000000 0.018594229087 Long EC CORP US N 1 N N N Telenav, Inc. 529900IWKA0QZA533R93 879455103 567.00000000 NS USD 2449.44000000 0.001791326693 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 9362.00000000 NS USD 320554.88000000 0.234428487017 Long EC CORP US N 1 N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 736508847 3064.00000000 NS USD 146888.16000000 0.107422383055 Long EC CORP US N 1 N N N Synalloy Corp. 549300U2S5125001TS43 871565107 273.00000000 NS USD 2383.29000000 0.001742949815 Long EC CORP US N 1 N N N Old Second Bancorp, Inc. 549300XVJC1MPUT81C04 680277100 944.00000000 NS USD 6523.04000000 0.004770435558 Long EC CORP US N 1 N N N Mondi plc 213800LOZA69QFDC9N34 N/A 23202.00000000 NS 395758.49000000 0.289426459628 Long EC CORP GB N 2 N N N Alpha & Omega Semiconductor Ltd. 5493001FE7J03YOV2V35 N/A 683.00000000 NS USD 4378.03000000 0.003201744890 Long EC CORP BM N 1 N N N Computer Programs & Systems, Inc. 5493005Q6CJC78TGL805 205306103 414.00000000 NS USD 9211.50000000 0.006736562575 Long EC CORP US N 1 N N N SilverBow Resources, Inc. N/A 82836G102 136.00000000 NS USD 335.92000000 0.000245665320 Long EC CORP US N 1 N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 11217.00000000 NS USD 850136.43000000 0.621722548860 Long EC CORP US N 1 N N N Wintrust Financial Corp. Q774KI4AW80FHFW33O61 97650W108 1997.00000000 NS USD 65621.42000000 0.047990316686 Long EC CORP US N 1 N N N Tilly's, Inc. N/A 886885102 636.00000000 NS USD 2626.68000000 0.001920946011 Long EC CORP US N 1 N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818101 1193.00000000 NS USD 8064.68000000 0.005897869128 Long EC CORP US N 1 N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354P105 3506.00000000 NS USD 83758.34000000 0.061254225551 Long EC CORP US N 1 N N N One Liberty Properties, Inc. 549300QII1CQZGZBZR14 682406103 496.00000000 NS USD 6909.28000000 0.005052900947 Long EC CORP US N 1 N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281A109 6939.00000000 NS USD 15820.92000000 0.011570169634 Long EC CORP US N 1 N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759100 2817.00000000 NS USD 211444.02000000 0.154633433431 Long EC CORP US N 1 N N N Horizon Therapeutics plc 529900P0GSQ79OOZEV53 N/A 5649.00000000 NS USD 167323.38000000 0.122367086771 Long EC CORP IE N 1 N N N Argo Group International Holdings Ltd. 549300M4T8Y5TTWI6O03 N/A 1160.00000000 NS USD 42989.60000000 0.031439193455 Long EC CORP BM N 1 N N N Premier, Inc. N/A 74051N102 2110.00000000 NS USD 69039.20000000 0.050489810671 Long EC CORP US N 1 N N N Provident Bancorp, Inc. N/A 74383L105 214.00000000 NS USD 1844.68000000 0.001349053058 Long EC CORP US N 1 N N N Toll Brothers, Inc. 529900JB6IS9MSZGVR44 889478103 4193.00000000 NS USD 80715.25000000 0.059028750199 Long EC CORP US N 1 N N N 2U, Inc. 5493008RVTXVR43PYF84 90214J101 1180.00000000 NS USD 25039.60000000 0.018311983094 Long EC CORP US N 1 N N N Stratasys Ltd. 529900MU215GIP9SZ741 N/A 1875.00000000 NS USD 29906.25000000 0.021871066008 Long EC CORP IL N 1 N N N Terreno Realty Corp. N/A 88146M101 2025.00000000 NS USD 104793.75000000 0.076637860766 Long EC CORP US N 1 N N N Phathom Pharmaceuticals, Inc. N/A 71722W107 69.00000000 NS USD 1781.58000000 0.001302906709 Long EC CORP US N 1 N N N BRT Apartments Corp. N/A 055645303 290.00000000 NS USD 2972.50000000 0.002173851409 Long EC CORP US N 1 N N N NL Industries, Inc. N/A 629156407 371.00000000 NS USD 1105.58000000 0.000808533773 Long EC CORP US N 1 N N N Akebia Therapeutics, Inc. 549300CBQEHMKEEGNX42 00972D105 4116.00000000 NS USD 31199.28000000 0.022816685886 Long EC CORP US N 1 N N N Triumph Bancorp, Inc. 5493003RNRMEVYDZ1Q52 89679E300 419.00000000 NS USD 10894.00000000 0.007967010009 Long EC CORP US N 1 N N N SEACOR Marine Holdings, Inc. 5493003LNKFW1W43N030 78413P101 584.00000000 NS USD 2557.92000000 0.001870660385 Long EC CORP US N 1 N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751Y106 8290.00000000 NS USD 773622.80000000 0.565766531229 Long EC CORP US N 1 N N N Provident Financial Holdings, Inc. N/A 743868101 204.00000000 NS USD 3106.92000000 0.002272155566 Long EC CORP US N 1 N N N Republic First Bancorp, Inc. N/A 760416107 1364.00000000 NS USD 2987.16000000 0.002184572573 Long EC CORP US N 1 N N N STERIS plc N/A N/A 2713.00000000 NS USD 379738.61000000 0.277710786385 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -183.34000000 -0.00013408037 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 861562.00000000 JPY 7859.75000000 USD 2020-06-30 -183.34000000 N N N Richmond Mutual Bancorporation, Inc. N/A 76525P100 428.00000000 NS USD 4365.60000000 0.003192654571 Long EC CORP US N 1 N N N Assertio Therapeutics, Inc. 549300L2A9NTF1JVDP20 04545L107 2149.00000000 NS USD 1396.85000000 0.001021545615 Long EC CORP US N 1 N N N Geron Corp. 549300T282D7Z2YESL90 374163103 5670.00000000 NS USD 6747.30000000 0.004934441585 Long EC CORP US N 1 N N Seneca Foods Corp. N/A 817070501 223.00000000 NS USD 8870.94000000 0.006487503926 Long EC CORP US N 1 N N N Ring Energy, Inc. 549300HMY6TJ265I8S64 76680V108 1220.00000000 NS USD 803.61000000 0.000587696797 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A 47.62000000 0.000034825501 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8125.38000000 USD 875478.00000000 JPY 2020-06-30 47.62000000 N N N Old National Bancorp 549300MMK90CL5KMVX16 680033107 5319.00000000 NS USD 70157.61000000 0.051307727291 Long EC CORP US N 1 N N N ProSight Global, Inc. N/A 74349J103 204.00000000 NS USD 1989.00000000 0.001454597292 Long EC CORP US N 1 N N N Viela Bio, Inc. N/A 926613100 37.00000000 NS USD 1406.00000000 0.001028237201 Long EC CORP US N 1 N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485205 3841.00000000 NS USD 9525.68000000 0.006966328979 Long EC CORP US N 1 N N TCF Financial Corp. 549300UK6KFVK4A0D603 872307103 5247.00000000 NS USD 118897.02000000 0.086951877037 Long EC CORP US N 1 N N N Trecora Resources 549300YM7091ZVQS2B12 894648104 716.00000000 NS USD 4260.20000000 0.003115573347 Long EC CORP US N 1 N N N Corporate Office Properties Trust YY1J47X6LF9TYY8JY420 22002T108 3829.00000000 NS USD 84735.77000000 0.061969040550 Long EC CORP US N 1 N N N Akorn, Inc. 549300REUQNNF5W5TA64 009728106 2465.00000000 NS USD 1383.36000000 0.001011680096 Long EC CORP US N 1 N N N Summit Financial Group, Inc. N/A 86606G101 337.00000000 NS USD 7147.77000000 0.005227313671 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912X302 3382.00000000 NS USD 74877.48000000 0.054759466922 Long EC CORP US N 1 N N N SYNNEX Corp. 5493004HI6PFLF46NS53 87162W100 1417.00000000 NS USD 103582.70000000 0.075752194576 Long EC CORP US N 1 N N N Unifi, Inc. 549300MW5LPO0M2LNO04 904677200 478.00000000 NS USD 5520.90000000 0.004037549620 Long EC CORP US N 1 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653C108 6460.00000000 NS USD 34367.20000000 0.025133452028 Long EC CORP US N 1 N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477103 5803.00000000 NS USD 309125.81000000 0.226070169127 Long EC CORP US N 1 N N N Crane Co. 549300X1RO9ID7AUCA83 224399105 1732.00000000 NS USD 85179.76000000 0.062293739721 Long EC CORP US N 1 N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454L100 3556.00000000 NS USD 4338.32000000 0.003172704136 Long EC CORP US N 1 N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 82981J109 5538.00000000 NS USD 28852.98000000 0.021100787632 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 217.00000000 NS USD 3124.80000000 0.002285231584 Long EC CORP US N 1 N N N Nine Energy Service, Inc. 549300KRLJCZBPZMKT65 65441V101 524.00000000 NS USD 423.55000000 0.000309750972 Long EC CORP US N 1 N N N TrueBlue, Inc. N/A 89785X101 1248.00000000 NS USD 15924.48000000 0.011645905228 Long EC CORP US N 1 N N N Talos Energy, Inc. 549300OKFHZ84SFJFT95 87484T108 630.00000000 NS USD 3622.50000000 0.002649210001 Long EC CORP US N 1 N N N Hawthorn Bancshares, Inc. N/A 420476103 194.00000000 NS USD 3559.90000000 0.002603429312 Long EC CORP US N 1 N N N Retail Value, Inc. 549300VO5RB7323N1Z31 76133Q102 499.00000000 NS USD 6112.75000000 0.004470381901 Long EC CORP US N 1 N N N Liberty Media Corp.-Liberty Formula One N/A 531229870 806.00000000 NS USD 20810.92000000 0.015219460982 Long EC CORP US N 1 N N N RLJ Lodging Trust N/A 74965L101 6164.00000000 NS USD 47586.08000000 0.034800695398 Long EC CORP US N 1 N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836108 2357.00000000 NS USD 141396.43000000 0.103406166066 Long EC CORP US N 1 N N N Tech Data Corp. 549300EK847TAWPJWF34 878237106 1210.00000000 NS USD 158328.50000000 0.115788942931 Long EC CORP US N 1 N N N Live Oak Bancshares, Inc. N/A 53803X105 987.00000000 NS USD 12307.89000000 0.009001017333 Long EC CORP US N 1 N N N Graham Holdings Co. 529900BOSCEEEMAFQJ29 384637104 137.00000000 NS USD 46740.29000000 0.034182151485 Long EC CORP US N 1 N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 N/A 725.00000000 NS USD 6314.75000000 0.004618108725 Long EC CORP MH N 1 N N N Vera Bradley, Inc. 52990005Q6LEJKXO7M51 92335C106 592.00000000 NS USD 2439.04000000 0.001783720955 Long EC CORP US N 1 N N N LSB Industries, Inc. 5493001H215A0HG0MI71 502160104 764.00000000 NS USD 1604.40000000 0.001173331270 Long EC CORP US N 1 N N N Consolidated-Tomoka Land Co. 549300ZJHMRPKE71JO81 210226106 164.00000000 NS USD 7434.12000000 0.005436727414 Long EC CORP US N 1 N N N HomeStreet, Inc. N/A 43785V102 715.00000000 NS USD 15894.45000000 0.011623943661 Long EC CORP US N 1 N N N Community Trust Bancorp, Inc. N/A 204149108 521.00000000 NS USD 16562.59000000 0.012112568415 Long EC CORP US N 1 N N N First Interstate BancSystem, Inc. N/A 32055Y201 1286.00000000 NS USD 37088.24000000 0.027123405481 Long EC CORP US N 1 N N N Fresh Del Monte Produce, Inc. 529900I72V9F0FEZR228 N/A 1052.00000000 NS USD 29045.72000000 0.021241742424 Long EC CORP KY N 1 N N N TCR2 Therapeutics, Inc. 5493007TR1ORJAZ8YK34 87808K106 383.00000000 NS USD 2964.42000000 0.002167942336 Long EC CORP US N 1 N N PulteGroup, Inc. N/A 745867101 13175.00000000 NS USD 294066.00000000 0.215056615152 Long EC CORP US N 1 N N N Parke Bancorp, Inc. 5493000JF1TWXVD0CR78 700885106 351.00000000 NS USD 4734.99000000 0.003462797202 Long EC CORP US N 1 N N N Donegal Group, Inc. N/A 257701201 397.00000000 NS USD 6034.40000000 0.004413082908 Long EC CORP US N 1 N N N First Choice Bancorp 54930094NOEN2QWZWW84 31948P104 313.00000000 NS USD 4698.13000000 0.003435840713 Long EC CORP US N 1 N N N West Pharmaceutical Services, Inc. 5493007NKRGM1RJQ1P16 955306105 602.00000000 NS USD 91654.50000000 0.067028852480 Long EC CORP US N 1 N N N Standard Motor Products, Inc. THGK1EO5B5HK0JHQVZ90 853666105 582.00000000 NS USD 24193.74000000 0.017693387988 Long EC CORP US N 1 N N N Curtiss-Wright Corp. TEL51ETZWP7D0ZM4X325 231561101 1464.00000000 NS USD 135288.24000000 0.098939118987 Long EC CORP US N 1 N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261A100 1678.00000000 NS USD 107442.34000000 0.078574830019 Long EC CORP US N 1 N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 4471.00000000 NS USD 48689.19000000 0.035607422809 Long EC CORP US N 1 N N N Masonite International Corp. 549300H0H07ZFT4JYM32 575385109 47.00000000 NS USD 2230.15000000 0.001630955330 Long EC CORP CA N 1 N N N SB One Bancorp 5493003P04YDQDDVF490 78413T103 278.00000000 NS USD 4726.00000000 0.003456222627 Long EC CORP US N 1 N N N TrueCar, Inc. 549300KK16488YXWVE52 89785L107 541.00000000 NS USD 1309.22000000 0.000957459963 Long EC CORP US N 1 N N N American Superconductor Corp. 549300S9YT8Z8LOK4452 030111207 487.00000000 NS USD 2668.76000000 0.001951719995 Long EC CORP US N 1 N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959W103 1100.00000000 NS USD 30800.00000000 0.022524684073 Long EC CORP US N 1 N N N Affimed NV 5493004V4FSXT1D04610 N/A 599.00000000 NS USD 946.42000000 0.000692136737 Long EC CORP NL N 1 N N N Chatham Lodging Trust N/A 16208T102 1464.00000000 NS USD 8696.16000000 0.006359683657 Long EC CORP US N 1 N N N Cerus Corp. 254900BIEY9XIDA04Q21 157085101 607.00000000 NS USD 2822.55000000 0.002064189838 Long EC CORP US N 1 N N N US Xpress Enterprises, Inc. 549300NXY19K1OZN4915 90338N202 750.00000000 NS USD 2505.00000000 0.001831958883 Long EC CORP US N 1 N N Shore Bancshares, Inc. N/A 825107105 726.00000000 NS USD 7877.10000000 0.005760687951 Long EC CORP US N 1 N N N Fluor Corp. CQ7WZ4NOFWT7FAE6Q943 343412102 5146.00000000 NS USD 35558.86000000 0.026004937905 Long EC CORP US N 1 N N N FTS International, Inc. 549300LIZ1UTOOLOZV47 30283W104 560.00000000 NS USD 124.88000000 0.000091327355 Long EC CORP US N 1 N N Atlantic Union Bankshares Corp. N/A 04911A107 2767.00000000 NS USD 60597.30000000 0.044316072668 Long EC CORP US N 1 N N N LB Foster Co. 549300AUUJGJ2T2L2179 350060109 308.00000000 NS USD 3806.88000000 0.002784050951 Long EC CORP US N 1 N N N PriceSmart, Inc. 549300JVYOSTGVSDZS46 741511109 715.00000000 NS USD 37573.25000000 0.027478103436 Long EC CORP US N 1 N N N Team, Inc. 549300DEKHQ3OEQJWU96 878155100 1000.00000000 NS USD 6500.00000000 0.004753585924 Long EC CORP US N 1 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 36237H101 1490.00000000 NS USD 11473.00000000 0.008390444817 Long EC CORP US N 1 N N N Gentex Corp. 549300S3UD8XV1MN0287 371901109 8681.00000000 NS USD 192370.96000000 0.140684905807 Long EC CORP US N 1 N N N Taylor Morrison Home Corp. 5299009UDLLGLKOOJE30 87724P106 4126.00000000 NS USD 45386.00000000 0.033191730887 Long EC CORP US N 1 N N N Heritage-Crystal Clean, Inc. N/A 42726M106 154.00000000 NS USD 2500.96000000 0.001829004346 Long EC CORP US N 1 N N N Matrix Service Co. 529900VYBKSX6HD2YW58 576853105 849.00000000 NS USD 8040.03000000 0.005879842067 Long EC CORP US N 1 N N N Timken Co. (The) B0I35MLPFXZSE70ASS73 887389104 2283.00000000 NS USD 73832.22000000 0.053995046426 Long EC CORP US N 1 N N N Rexnord Corp. 549300AM3633XDFU1Q85 76169B102 3256.00000000 NS USD 73813.52000000 0.053981370725 Long EC CORP US N 1 N N N Commerce Bancshares, Inc. N/A 200525103 11613.00000000 NS USD 584714.55000000 0.427613977655 Long EC CORP US N 1 N N N Sabre Corp. 529900VKCYZW8GZ4WW58 78573M104 7804.00000000 NS USD 46277.72000000 0.033843864371 Long EC CORP US N 1 N N N Teekay Corp. YHKQM2RIPKZYOZ6RVZ46 N/A 2133.00000000 NS USD 6740.28000000 0.004929307713 Long EC CORP MH N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 5159.00000000 NS USD 153996.15000000 0.112620604780 Long EC CORP US N 1 N N N Front Yard Residential Corp. N/A 35904G107 1592.00000000 NS USD 19024.40000000 0.013912941548 Long EC CORP US N 1 N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 2532.00000000 NS USD 335008.92000000 0.244999028724 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 21258.00000000 NS USD 573115.68000000 0.419131481474 Long EC CORP IE N 1 N N N REX American Resources Corp. N/A 761624105 214.00000000 NS USD 9953.14000000 0.007278939416 Long EC CORP US N 1 N N N Pilgrim's Pride Corp. 549300ZSLGV64ZL3HD75 72147K108 1103.00000000 NS USD 19986.36000000 0.014616443012 Long EC CORP US N 1 N N N Fabrinet 5493004TETZ6IYF7CV44 N/A 95.00000000 NS USD 5183.20000000 0.003790582548 Long EC CORP KY N 1 N N N Whitestone REIT N/A 966084204 1225.00000000 NS USD 7595.00000000 0.005554382322 Long EC CORP US N 1 N N N PAM Transportation Services, Inc. N/A 693149106 29.00000000 NS USD 891.75000000 0.000652155422 Long EC CORP US N 1 N N N Schrodinger, Inc. N/A 80810D103 78.00000000 NS USD 3363.36000000 0.002459695500 Long EC CORP US N 1 N N N Summit Materials, Inc. N/A 86614U100 3207.00000000 NS USD 48105.00000000 0.035180192446 Long EC CORP US N 1 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 11811.00000000 NS USD 1193855.88000000 0.873091770324 Long EC CORP US N 1 N N N Aeglea BioTherapeutics, Inc. N/A 00773J103 775.00000000 NS USD 3611.50000000 0.002641165471 Long EC CORP US N 1 N N N Piper Sandler Cos. QUQDBTUSOAKFEVMRMF78 724078100 438.00000000 NS USD 22149.66000000 0.016198509539 Long EC CORP US N 1 N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903100 5220.00000000 NS USD 517197.60000000 0.378237420241 Long EC CORP US N 1 N N N American Axle & Manufacturing Holdings, Inc. N/A 024061103 3551.00000000 NS USD 12819.11000000 0.009374883209 Long EC CORP US N 1 N N N Century Communities, Inc. 5299002QMB2O7ZL1CA26 156504300 559.00000000 NS USD 8111.09000000 0.005931809731 Long EC CORP US N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 5382.00000000 NS USD 914132.70000000 0.668524359367 Long EC CORP IE N 1 N N N McGrath RentCorp N/A 580589109 284.00000000 NS USD 14875.92000000 0.010879071373 Long EC CORP US N 1 N N N Medallia, Inc. 5493009P6W6C5BK60J60 584021109 409.00000000 NS USD 8196.36000000 0.005994169465 Long EC CORP US N 1 N N N US Silica Holdings, Inc. 529900HOXGPM9F75C193 90346E103 2336.00000000 NS USD 4204.80000000 0.003075058168 Long EC CORP US N 1 N N N NanoString Technologies, Inc. 549300G4CK0Y3WRDMY89 63009R109 123.00000000 NS USD 2958.15000000 0.002163356954 Long EC CORP US N 1 N N N Digimarc Corp. N/A 25381B101 28.00000000 NS USD 365.40000000 0.000267224661 Long EC CORP US N 1 N N N Hibbett Sports, Inc. 529900RD6P643J1CZM55 428567101 553.00000000 NS USD 6047.06000000 0.004422341430 Long EC CORP US N 1 N N American Financial Group, Inc. 549300AFOM7IVKIU1G39 025932104 2532.00000000 NS USD 177442.56000000 0.129767454712 Long EC CORP US N 1 N N N Principia Biopharma, Inc. 549300WHPKRLU16IRE69 74257L108 30.00000000 NS USD 1781.40000000 0.001302775071 Long EC CORP US N 1 N N N Navient Corp. 54930067J0ZNOEBRW338 63938C108 6683.00000000 NS USD 50657.14000000 0.037046625797 Long EC CORP US N 1 N N N Fortune Brands Home & Security, Inc. 54930032LHW54PQUJD44 34964C106 3262.00000000 NS USD 141081.50000000 0.103175851171 Long EC CORP US N 1 N N N National Instruments Corp. 549300TP4OOPCYWDUP86 636518102 4219.00000000 NS USD 139564.52000000 0.102066451975 Long EC CORP US N 1 N N N Global Indemnity Ltd. N/A N/A 229.00000000 NS USD 5839.50000000 0.004270548462 Long EC CORP KY N 1 N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 8696.00000000 NS USD 61480.72000000 0.044962136188 Long EC CORP US N 1 N N N Prothena Corp. plc 5299009ZXQ8NIIJ8OL30 N/A 1351.00000000 NS USD 14455.70000000 0.010571755699 Long EC CORP IE N 1 N N N Acacia Research Corp. 529900BCN7BE6ESPDZ72 003881307 1210.00000000 NS USD 2686.20000000 0.001964474232 Long EC CORP US N 1 N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 4129.00000000 NS USD 558488.54000000 0.408434348117 Long EC CORP US N 1 N N N Calix, Inc. 5299002RQRZ4SXSCSJ58 13100M509 726.00000000 NS USD 5140.08000000 0.003759047990 Long EC CORP US N 1 N N N Trinity Industries, Inc. R1JB4KXN77XFCXOQKV49 896522109 3455.00000000 NS USD 55521.85000000 0.040604289948 Long EC CORP US N 1 N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 14102.00000000 NS USD 1064136.92000000 0.778225582262 Long EC CORP US N 1 N N N Stock Yards Bancorp, Inc. 549300YERP9H5TDIQW16 861025104 521.00000000 NS USD 15072.53000000 0.011022856377 Long EC CORP US N 1 N N N Howard Bancorp, Inc. N/A 442496105 401.00000000 NS USD 4354.86000000 0.003184800184 Long EC CORP US N 1 N N N H&R Block, Inc. 549300CE3KUCWLZBG404 093671105 5627.00000000 NS USD 79228.16000000 0.057941210185 Long EC CORP US N 1 N N N OraSure Technologies, Inc. 529900GNNJPNM4XHXQ77 68554V108 2227.00000000 NS USD 23962.52000000 0.017524291967 Long EC CORP US N 1 N N N Madison Square Garden Co. (The) N/A 55825T103 586.00000000 NS USD 123886.26000000 0.090600612581 Long EC CORP US N 1 N N N HealthStream, Inc. 529900OJ88H8635JNH64 42222N103 527.00000000 NS USD 12621.65000000 0.009230476582 Long EC CORP US N 1 N N N Associated Banc-Corp. 549300N3CIN473IW5094 045487105 5427.00000000 NS USD 69411.33000000 0.050761957121 Long EC CORP US N 1 N N N Lions Gate Entertainment Corp. 5493000JSMHPHZURLM72 535919401 2164.00000000 NS USD 13157.12000000 0.009622076990 Long EC CORP CA N 1 N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 92922P106 2919.00000000 NS USD 4962.30000000 0.003629033758 Long EC CORP US N 1 N N Scholastic Corp. N/A 807066105 1036.00000000 NS USD 26407.64000000 0.019312459354 Long EC CORP US N 1 N N N HollyFrontier Corp. 549300J3U2WK73C9ZK26 436106108 5034.00000000 NS USD 123383.34000000 0.090232816668 Long EC CORP US N 1 N N N J. Jill, Inc. 529900I19PJIF8MIDL12 46620W102 568.00000000 NS USD 313.76000000 0.000229459249 Long EC CORP US N 1 N N Univest Financial Corp. 4WII2HCR8UEWNU03U507 915271100 920.00000000 NS USD 15014.40000000 0.010980344693 Long EC CORP US N 1 N N N Abraxas Petroleum Corp. MZ7PUO5D10MMXGVVPY36 003830106 5296.00000000 NS USD 640.82000000 0.000468645066 Long EC CORP US N 1 N N Investors Title Co. N/A 461804106 38.00000000 NS USD 4864.00000000 0.003557144913 Long EC CORP US N 1 N N N General Finance Corp. 549300CD2YOVXZVE6R39 369822101 182.00000000 NS USD 1135.68000000 0.000830546532 Long EC CORP US N 1 N N N GNC Holdings, Inc. 529900KBRR0AMACIJU82 36191G107 2644.00000000 NS USD 1237.66000000 0.000905126639 Long EC CORP US N 1 N N Immunomedics, Inc. 5493007ZU7DDO8PSIM59 452907108 580.00000000 NS USD 7818.40000000 0.005717759414 Long EC CORP US N 1 N N N Teekay Tankers Ltd. 549300DE8ZAIYS2T6Q22 N/A 800.00000000 NS USD 17792.00000000 0.013011661656 Long EC CORP MH N 1 N N N Heartland Financial USA, Inc. 549300QF7B0DFZT32C73 42234Q102 1154.00000000 NS USD 34850.80000000 0.025487118821 Long EC CORP US N 1 N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579102 1259.00000000 NS USD 60306.10000000 0.044103112019 Long EC CORP US N 1 N N Bar Harbor Bankshares N/A 066849100 586.00000000 NS USD 10126.08000000 0.007405414055 Long EC CORP US N 1 N N N US Foods Holding Corp. 549300UGOZSO64CFPR97 912008109 7494.00000000 NS USD 132718.74000000 0.097059989905 Long EC CORP US N 1 N N N Sturm Ruger & Co., Inc. 529900DV1BWFJSHFO847 864159108 54.00000000 NS USD 2749.14000000 0.002010503570 Long EC CORP US N 1 N N N Cytokinetics, Inc. 549300BE5DY1HW7IHA64 23282W605 175.00000000 NS USD 2063.25000000 0.001508897870 Long EC CORP US N 1 N N N MACOM Technology Solutions Holdings, Inc. N/A 55405Y100 1614.00000000 NS USD 30553.02000000 0.022344062434 Long EC CORP US N 1 N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 928298108 4559.00000000 NS USD 65695.19000000 0.048044266229 Long EC CORP US N 1 N N N Ultra Clean Holdings, Inc. 5493007L6LS7QX18PE75 90385V107 1295.00000000 NS USD 17871.00000000 0.013069436008 Long EC CORP US N 1 N N N Granite Point Mortgage Trust, Inc. 529900VX2HQZ76AYIE02 38741L107 1964.00000000 NS USD 9957.48000000 0.007282113349 Long EC CORP US N 1 N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 911163103 1737.00000000 NS USD 15945.66000000 0.011661394605 Long EC CORP US N 1 N N N Brandywine Realty Trust 5UZ46ZCYUFYYAC0DS831 105368203 6019.00000000 NS USD 63319.88000000 0.046307152355 Long EC CORP US N 1 N N N Western Asset Mortgage Capital Corp. 549300JOQRROR5SZYY83 95790D105 2292.00000000 NS USD 5248.68000000 0.003838469441 Long EC CORP US N 1 N N N Pareteum Corp. 529900LDF2YBF16LFA15 69946T207 1962.00000000 NS USD 808.34000000 0.000591155945 Long EC CORP US N 1 N N Orthofix Medical, Inc. N/A 68752M108 155.00000000 NS USD 4341.55000000 0.003175066303 Long EC CORP US N 1 N N N Scorpio Tankers, Inc. 549300NVJUH16NXG8K87 N/A 1460.00000000 NS USD 27915.20000000 0.020414969507 Long EC CORP MH N 1 N N N Immersion Corp. 529900AKNC1UAMQ2YB35 452521107 1012.00000000 NS USD 5424.32000000 0.003966918646 Long EC CORP US N 1 N N N AMAG Pharmaceuticals, Inc. 549300HCK1560YVVY867 00163U106 1043.00000000 NS USD 6445.74000000 0.004713904451 Long EC CORP US N 1 N N National Bank Holdings Corp. N/A 633707104 624.00000000 NS USD 14913.60000000 0.010906627545 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust, Inc. 549300K23AYZDZ2REL62 48251K100 814.00000000 NS USD 12218.14000000 0.008935381281 Long EC CORP US N 1 N N MarineMax, Inc. N/A 567908108 635.00000000 NS USD 6616.70000000 0.004838931074 Long EC CORP US N 1 N N N Sierra Bancorp N/A 82620P102 465.00000000 NS USD 8174.70000000 0.005978329054 Long EC CORP US N 1 N N N Westamerica Bancorp N/A 957090103 4531.00000000 NS USD 266332.18000000 0.194774292631 Long EC CORP US N 1 N N N Acorda Therapeutics, Inc. 5493007NPB5YRM8QGL53 00484M106 1321.00000000 NS USD 1231.96000000 0.000900958110 Long EC CORP US N 1 N N LendingClub Corp. 549300YC50YO7Y1OJR92 52603A208 2208.00000000 NS USD 17332.80000000 0.012675839094 Long EC CORP US N 1 N N N Watts Water Technologies, Inc. 549300REJOO94ERQN318 942749102 415.00000000 NS USD 35129.75000000 0.025691120789 Long EC CORP US N 1 N N N Ellington Financial, Inc. 60GS1D1R1YY5G1W7IT74 28852N109 1268.00000000 NS USD 7240.28000000 0.005294968168 Long EC CORP US N 1 N N N Leaf Group Ltd. 529900E76PG58ENDMP24 52177G102 97.00000000 NS USD 129.98000000 0.000095057092 Long EC CORP US N 1 N N N El Paso Electric Co. OZ8GM8L4AHPKSWZMW205 283677854 1151.00000000 NS USD 78221.96000000 0.057205355084 Long EC CORP US N 1 N N N City Office REIT, Inc. 5493003J7157VP25NL57 178587101 2125.00000000 NS USD 15363.75000000 0.011235831653 Long EC CORP US N 1 N N N Bank of Marin Bancorp N/A 063425102 505.00000000 NS USD 15150.00000000 0.011079511808 Long EC CORP US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922N103 16726.00000000 NS USD 404267.42000000 0.295649218071 Long EC CORP US N 1 N N N Oil States International, Inc. 5493004TF4KQJGMYL777 678026105 1906.00000000 NS USD 3869.18000000 0.002829612244 Long EC CORP US N 1 N N N Equitrans Midstream Corp. 549300RH0NLJNZ5SXU64 294600101 6420.00000000 NS USD 32292.60000000 0.023616253665 Long EC CORP US N 1 N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 1345.00000000 NS USD 171985.15000000 0.125776336657 Long EC CORP US N 1 N N N Weyco Group, Inc. 549300I10J38MHJELM87 962149100 372.00000000 NS USD 7503.24000000 0.005487276315 Long EC CORP US N 1 N N N Sterling Construction Co., Inc. 549300RZIK6K1215XU51 859241101 645.00000000 NS USD 6127.50000000 0.004481168885 Long EC CORP US N 1 N N N Coastal Financial Corp. 549300XG5L36T6IU0B47 19046P209 76.00000000 NS USD 798.76000000 0.000584149891 Long EC CORP US N 1 N N N American Homes 4 Rent LP 549300ZJUO7A58PNUW40 02665T306 5052.00000000 NS USD 117206.40000000 0.085715491278 Long EC CORP US N 1 N N N Cushman & Wakefield plc N/A N/A 184.00000000 NS USD 2160.16000000 0.001579770180 Long EC CORP GB N 1 N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660107 4496.00000000 NS USD 119953.28000000 0.087724342063 Long EC CORP US N 1 N N N RBB Bancorp 549300A23FBFZNGET525 74930B105 538.00000000 NS USD 7381.36000000 0.005398142923 Long EC CORP US N 1 N N N Columbia Financial, Inc. N/A 197641103 1755.00000000 NS USD 25272.00000000 0.018481942074 Long EC CORP US N 1 N N N CIM Commercial Trust Corp. 549300X9XL9BLF80OY48 125525584 382.00000000 NS USD 4236.38000000 0.003098153282 Long EC CORP US N 1 N N N Acushnet Holdings Corp. 529900W5FI106H543E43 005098108 1293.00000000 NS USD 33255.96000000 0.024320778978 Long EC CORP US N 1 N N N Conduent, Inc. 549300SFJ2D2CYY6CQ11 206787103 5481.00000000 NS USD 13428.45000000 0.009820506293 Long EC CORP US N 1 N N N ArcBest Corp. 5493006S3KBNE8ZS3J23 03937C105 838.00000000 NS USD 14681.76000000 0.010737078105 Long EC CORP US N 1 N N N BlueLinx Holdings, Inc. 549300YSX7GU28F5I540 09624H208 286.00000000 NS USD 1415.70000000 0.001035331014 Long EC CORP US N 1 N N Malvern Bancorp, Inc. N/A 561409103 200.00000000 NS USD 2450.00000000 0.001791736233 Long EC CORP US N 1 N N N Amyris, Inc. 549300BG17WCUK6EIM58 03236M200 1731.00000000 NS USD 4431.36000000 0.003240746234 Long EC CORP US N 1 N N MTS Systems Corp. 549300E7ZL4ZDETLML64 553777103 438.00000000 NS USD 9855.00000000 0.007207167582 Long EC CORP US N 1 N N N Xerox Holdings Corp. N/A 98421M106 6047.00000000 NS USD 114530.18000000 0.083758315628 Long EC CORP US N 1 N N N Hawaiian Holdings, Inc. 529900TQUS2JVPSSPP86 419879101 1426.00000000 NS USD 14887.44000000 0.010887496190 Long EC CORP US N 1 N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 10130.00000000 NS USD 463751.40000000 0.339151096543 Long EC CORP US N 1 N N N Sleep Number Corp. 529900W0TZQLBT2DSS66 83125X103 76.00000000 NS USD 1456.16000000 0.001064920258 Long EC CORP US N 1 N N N Esquire Financial Holdings, Inc. N/A 29667J101 119.00000000 NS USD 1790.95000000 0.001309759186 Long EC CORP US N 1 N N N Santander Consumer USA Holdings, Inc. 5493004SHNXEHHZ58X76 80283M101 3522.00000000 NS USD 48991.02000000 0.035828157400 Long EC CORP US N 1 N N N Virtu Financial, Inc. 5493001OPW2K42CH3884 928254101 1034.00000000 NS USD 21527.88000000 0.015743788823 Long EC CORP US N 1 N N N SFL Corp. Ltd. 549300RLYYPSB0C7RH77 N/A 2678.00000000 NS USD 25360.66000000 0.018546780986 Long EC CORP BM N 1 N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328107 1401.00000000 NS USD 21267.18000000 0.015553133461 Long EC CORP US N 1 N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741103 4003.00000000 NS USD 57763.29000000 0.042243501892 Long EC CORP US N 1 N N N Kaiser Aluminum Corp. N/A 483007704 246.00000000 NS USD 17042.88000000 0.012463814535 Long EC CORP US N 1 N N N Lennox International, Inc. S7DWAC87RDMPBF77GJ92 526107107 100.00000000 NS USD 18179.00000000 0.013294682849 Long EC CORP US N 1 N N N OneMain Holdings, Inc. 549300E3VEW8SMS5XW09 68268W103 2240.00000000 NS USD 42828.80000000 0.031321597053 Long EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 7957.00000000 NS USD 54982.87000000 0.040210122603 Long EC CORP US N 1 N N N Old Republic International Corp. N/A 680223104 9704.00000000 NS USD 147986.00000000 0.108225256404 Long EC CORP US N 1 N N N Axis Capital Holdings Ltd. N/A N/A 2566.00000000 NS USD 99175.90000000 0.072529409583 Long EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A -25226.87000000 -0.01844893756 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 2861653.72000000 NOK 250111.76000000 USD 2020-06-30 -25226.87000000 N N N Phibro Animal Health Corp. 549300U24SP4AF2JUX52 71742Q106 13.00000000 NS USD 314.21000000 0.000229788343 Long EC CORP US N 1 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 4961.00000000 NS USD 123032.80000000 0.089976459436 Long EC CORP US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 N/A 1706.00000000 NS USD 17947.12000000 0.013125104156 Long EC CORP BM N 1 N N N Nordic American Tankers Ltd. 213800W4T8AMPKIPIU94 N/A 4676.00000000 NS USD 21182.28000000 0.015491044316 Long EC CORP BM N 1 N N N FTI Consulting, Inc. 549300K17GM8EQD0FQ48 302941109 1156.00000000 NS USD 138454.12000000 0.101254393235 Long EC CORP US N 1 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 393222104 1114.00000000 NS USD 5402.90000000 0.003951253752 Long EC CORP US N 1 N N N Stoneridge, Inc. PNBCIH9LE7WI83VJIF08 86183P102 783.00000000 NS USD 13115.25000000 0.009591456584 Long EC CORP US N 1 N N N Oppenheimer Holdings, Inc. N/A 683797104 293.00000000 NS USD 5789.68000000 0.004234114054 Long EC CORP US N 1 N N N OceanFirst Financial Corp. N/A 675234108 1892.00000000 NS USD 30101.72000000 0.022014017307 Long EC CORP US N 1 N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 6961.00000000 NS USD 104484.61000000 0.076411780219 Long EC CORP US N 1 N N N Lydall, Inc. 549300HATFXXTSIQU854 550819106 600.00000000 NS USD 3876.00000000 0.002834599852 Long EC CORP US N 1 N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467109 19138.00000000 NS USD 32343.22000000 0.023653273130 Long EC CORP US N 1 N N Diversified Healthcare Trust N/A 25525P107 9135.00000000 NS USD 33160.05000000 0.024250637990 Long EC CORP US N 1 N N N Valhi, Inc. N/A 918905100 768.00000000 NS USD 791.04000000 0.000578504093 Long EC CORP US N 1 N N N Prestige Consumer Healthcare, Inc. N/A 74112D101 1734.00000000 NS USD 63603.12000000 0.046514291690 Long EC CORP US N 1 N N N Third Point Reinsurance Ltd. N/A N/A 2648.00000000 NS USD 19621.68000000 0.014349744902 Long EC CORP BM N 1 N N N Liberty Oilfield Services, Inc. N/A 53115L104 1273.00000000 NS USD 3424.37000000 0.002504313389 Long EC CORP US N 1 N N N Associated Capital Group, Inc. 549300FBGXGSSUE01W24 045528106 69.00000000 NS USD 2111.40000000 0.001544110972 Long EC CORP US N 1 N N Northfield Bancorp, Inc. N/A 66611T108 1589.00000000 NS USD 17780.91000000 0.013003551307 Long EC CORP US N 1 N N N Exela Technologies, Inc. 549300CP95F46H3HDR87 30162V102 336.00000000 NS USD 68.88000000 0.000050373384 Long EC CORP US N 1 N N Vistra Energy Corp. 549300KP43CPCUJOOG15 92840M102 14542.00000000 NS USD 232090.32000000 0.169732504365 Long EC CORP US N 1 N N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 03674X106 8409.00000000 NS USD 5994.78000000 0.004384107973 Long EC CORP US N 1 N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 2778.00000000 NS USD 271271.70000000 0.198386666899 Long EC CORP US N 1 N N N Stepan Co. IZU1EW9GB3WC7CYCSR17 858586100 624.00000000 NS USD 55199.04000000 0.040368212245 Long EC CORP US N 1 N N N Cambridge Bancorp N/A 132152109 172.00000000 NS USD 8944.00000000 0.006540934232 Long EC CORP US N 1 N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 461.00000000 NS USD 64406.31000000 0.047101681333 Long EC CORP US N 1 N N N SEACOR Holdings, Inc. 549300IQTYSR1SC4II14 811904101 669.00000000 NS USD 18036.24000000 0.013190279476 Long EC CORP US N 1 N N N Kaman Corp. 5493003YK076OLTEQF95 483548103 779.00000000 NS USD 29968.13000000 0.021916320146 Long EC CORP US N 1 N N N ARMOUR Residential REIT, Inc. 549300K0WA0EJUX74V72 042315507 2056.00000000 NS USD 18113.36000000 0.013246678944 Long EC CORP US N 1 N N N White Mountains Insurance Group Ltd. 549300N3FL068JERBG02 N/A 107.00000000 NS USD 97370.00000000 0.071208717149 Long EC CORP BM N 1 N N N Sterling Bancorp, Inc. N/A 85917W102 576.00000000 NS USD 2476.80000000 0.001811335633 Long EC CORP US N 1 N N N Pinnacle Financial Partners, Inc. 54930098EZ8JMSAZGS24 72346Q104 2615.00000000 NS USD 98167.10000000 0.071791653048 Long EC CORP US N 1 N N N SpringWorks Therapeutics, Inc. N/A 85205L107 88.00000000 NS USD 2376.00000000 0.001737618485 Long EC CORP US N 1 N N N MGE Energy, Inc. N/A 55277P104 765.00000000 NS USD 50084.55000000 0.036627878756 Long EC CORP US N 1 N N N Surgery Partners, Inc. 549300LC82HG33S19I03 86881A100 750.00000000 NS USD 4897.50000000 0.003581644163 Long EC CORP US N 1 N N N TherapeuticsMD, Inc. 5299004JS7RE49QHRW30 88338N107 832.00000000 NS USD 881.92000000 0.000644966538 Long EC CORP US N 1 N N BCB Bancorp, Inc. 54930024V6Z8FYSN4291 055298103 779.00000000 NS USD 8296.35000000 0.006067294243 Long EC CORP US N 1 N N N BancFirst Corp. 549300EJEHGBP4IO2J30 05945F103 679.00000000 NS USD 22658.23000000 0.016570437415 Long EC CORP US N 1 N N N Alamo Group, Inc. 54930080C93RVZRSDV26 011311107 43.00000000 NS USD 3817.54000000 0.002791846832 Long EC CORP US N 1 N N N Sculptor Capital Management, Inc. 529900V50QFEXQGSUC34 811246107 269.00000000 NS USD 3642.26000000 0.002663660903 Long EC CORP US N 1 N N N Kennametal, Inc. 549300GZDSG25XUV0Y08 489170100 2848.00000000 NS USD 53029.76000000 0.038781772418 Long EC CORP US N 1 N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236101 17732.00000000 NS USD 642253.04000000 0.469693078606 Long EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 969904101 2151.00000000 NS USD 91460.52000000 0.066886990849 Long EC CORP US N 1 N N N Flowers Foods, Inc. 7YNCQQNDK8FBM9BBTK25 343498101 35693.00000000 NS USD 732420.36000000 0.535634325253 Long EC CORP US N 1 N N N Caesarstone Ltd. 254900MJ7IXAH75VFC61 N/A 877.00000000 NS USD 9269.89000000 0.006779264404 Long EC CORP IL N 1 N N N TriCo Bancshares N/A 896095106 983.00000000 NS USD 29313.06000000 0.021437253757 Long EC CORP US N 1 N N N Avanos Medical, Inc. 549300YCXWOM7NEWMQ58 05350V106 1624.00000000 NS USD 43734.32000000 0.031983822764 Long EC CORP US N 1 N N N Arlo Technologies, Inc. 549300T4EUX2OQ75HV52 04206A101 2380.00000000 NS USD 5783.40000000 0.004229521359 Long EC CORP US N 1 N N N Anika Therapeutics, Inc. 529900R9LS3Z0O6QH455 035255108 457.00000000 NS USD 13211.87000000 0.009662116810 Long EC CORP US N 1 N N N Aramark 549300MR6PG2DWZUIL39 03852U106 8612.00000000 NS USD 171981.64000000 0.125773769720 Long EC CORP US N 1 N N N Koppers Holdings, Inc. N/A 50060P106 136.00000000 NS USD 1682.32000000 0.001230315795 Long EC CORP US N 1 N N N United States Cellular Corp. N/A 911684108 598.00000000 NS USD 17515.42000000 0.012809392919 Long EC CORP US N 1 N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508R106 15695.00000000 NS USD 283922.55000000 0.207638498052 Long EC CORP US N 1 N N Warrior Met Coal, Inc. 549300152B1S9YKBYV79 93627C101 1621.00000000 NS USD 17215.02000000 0.012589704117 Long EC CORP US N 1 N N N National CineMedia, Inc. N/A 635309107 1804.00000000 NS USD 5881.04000000 0.004300927533 Long EC CORP US N 1 N N N K12, Inc. N/A 48273U102 1351.00000000 NS USD 25479.86000000 0.018633954439 Long EC CORP US N 1 N N N Veritex Holdings, Inc. 549300F3SMOML02SC814 923451108 1084.00000000 NS USD 15143.48000000 0.011074743596 Long EC CORP US N 1 N N N Purple Innovation, Inc. N/A 74640Y106 218.00000000 NS USD 1238.24000000 0.000905550805 Long EC CORP US N 1 N N N Monmouth Real Estate Investment Corp. 549300DFIUDCN3KVN260 609720107 2776.00000000 NS USD 33450.80000000 0.024463269545 Long EC CORP US N 1 N N N Intra-Cellular Therapies, Inc. 5299002U2KGF193IJA20 46116X101 975.00000000 NS USD 14985.75000000 0.010959392349 Long EC CORP US N 1 N N N BMC Stock Holdings, Inc. 549300GHSZDJ1FJEJG18 05591B109 2178.00000000 NS USD 38615.94000000 0.028240644438 Long EC CORP US N 1 N N N Ardagh Group SA 6354006L1NWUUOPYX274 N/A 678.00000000 NS USD 8041.08000000 0.005880609954 Long EC CORP LU N 1 N N N Rigel Pharmaceuticals, Inc. 529900KPTNUS5J8K9K66 766559603 574.00000000 NS USD 895.44000000 0.000654853996 Long EC CORP US N 1 N N N BRP Group, Inc. N/A 05589G102 344.00000000 NS USD 3629.20000000 0.002654109851 Long EC CORP US N 1 N N N WSFS Financial Corp. 549300SU7VQHD6QRG886 929328102 1784.00000000 NS USD 44457.28000000 0.032512538531 Long EC CORP US N 1 N N N Sensata Technologies Holding plc 529900MS7KFYCY9MS037 N/A 20635.00000000 NS USD 596970.55000000 0.436577046746 Long EC CORP GB N 1 N N N Meritor, Inc. 5LTG829X630QFHTFBO82 59001K100 426.00000000 NS USD 5644.50000000 0.004127940884 Long EC CORP US N 1 N N N Diamond S Shipping, Inc. N/A N/A 882.00000000 NS USD 10416.42000000 0.007617745768 Long EC CORP MH N 1 N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C501 4465.00000000 NS USD 78405.40000000 0.057339508592 Long EC CORP US N 1 N N N Independence Holding Co. N/A 453440307 270.00000000 NS USD 6901.20000000 0.005046991874 Long EC CORP US N 1 N N N American Campus Communities, Inc. 529900MR3ZXRO3W6UX26 024835100 29337.00000000 NS USD 814101.75000000 0.595369633838 Long EC CORP US N 1 N N N OneSpaWorld Holdings Ltd. 5493007W8PZ8W6UC2X76 N/A 1454.00000000 NS USD 5903.24000000 0.004317162857 Long EC CORP BS N 1 N N WillScot Corp. 549300HJ4VIXF476Q166 971375126 568.00000000 NS USD 5753.84000000 0.004207903513 Long EC CORP US N 1 N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 053611109 178.00000000 NS USD 18132.86000000 0.013260939702 Long EC CORP US N 1 N N N Winmark Corp. N/A 974250102 50.00000000 NS USD 6371.00000000 0.004659245526 Long EC CORP US N 1 N N N Amalgamated Bank 254900FMBXF85WQYV433 022663108 406.00000000 NS USD 4392.92000000 0.003212634258 Long EC CORP US N 1 N N N International Seaways, Inc. 549300YUFDGFRNGBWF46 N/A 979.00000000 NS USD 23388.31000000 0.017104360186 Long EC CORP MH N 1 N N N Matthews International Corp. 549300ZVC5O0ATML6U61 577128101 981.00000000 NS USD 23730.39000000 0.017354530444 Long EC CORP US N 1 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 N/A 1068.00000000 NS USD 48369.72000000 0.035373787717 Long EC CORP PA N 1 N N N United Fire Group, Inc. N/A 910340108 674.00000000 NS USD 21979.14000000 0.016073804698 Long EC CORP US N 1 N N N Greenlight Capital Re Ltd. 549300Q9HRIFA2BGHJ51 N/A 875.00000000 NS USD 5206.25000000 0.003807439495 Long EC CORP KY N 1 N N N/A N/A N/A 1.00000000 NC N/A -9248.24000000 -0.00676343130 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 365879.01000000 CAD 250963.04000000 USD 2020-06-30 -9248.24000000 N N N FGL Holdings N/A N/A 5082.00000000 NS USD 49803.60000000 0.036422414146 Long EC CORP KY N 1 N N N Banco Latinoamericano de Comercio Exterior SA 549300CN3134K4LC0651 N/A 988.00000000 NS USD 10186.28000000 0.007449439574 Long EC NUSS PA N 1 N N N John Wiley & Sons, Inc. 5493003XM719UN7E8P64 968223206 1492.00000000 NS USD 55935.08000000 0.040906493688 Long EC CORP US N 1 N N N WABCO Holdings, Inc. 549300SNE3FOSCV7FY94 92927K102 292.00000000 NS USD 39434.60000000 0.028839347615 Long EC CORP US N 1 N N N Barnes Group, Inc. G1MSYD2DQZX30V5DMX12 067806109 1428.00000000 NS USD 59733.24000000 0.043684167521 Long EC CORP US N 1 N N N Worthington Industries, Inc. 1WRCIANKYOIK6KYE5E82 981811102 1123.00000000 NS USD 29478.75000000 0.021558426318 Long EC CORP US N 1 N N N Umpqua Holdings Corp. 5299002ENJ7CY215BW86 904214103 7611.00000000 NS USD 82959.90000000 0.060670309683 Long EC CORP US N 1 N N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 92214X106 688.00000000 NS USD 15624.48000000 0.011426508954 Long EC CORP US N 1 N N N Noble Corp. plc N/A N/A 7484.00000000 NS USD 1945.84000000 0.001423033482 Long EC CORP GB N 1 N N Herbalife Nutrition Ltd. 549300BA7TYPBSZZIA41 N/A 2898.00000000 NS USD 84505.68000000 0.061800770921 Long EC CORP KY N 1 N N N Sanmina Corp. X5K24XLM8QYRXF00EB42 801056102 24086.00000000 NS USD 657066.08000000 0.480526164520 Long EC CORP US N 1 N N N Xenia Hotels & Resorts, Inc. 54930075IWIPHF5IQL62 984017103 4078.00000000 NS USD 42003.40000000 0.030717964772 Long EC CORP US N 1 N N N Veritiv Corp. 529900VQARHWQROHAS58 923454102 410.00000000 NS USD 3222.60000000 0.002356754769 Long EC CORP US N 1 N N N Briggs & Stratton Corp. 549300OYTIWYSPR42284 109043109 1282.00000000 NS USD 2320.42000000 0.001696971669 Long EC CORP US N 1 N N Arlington Asset Investment Corp. 549300LA9ZT7L8G7IT53 041356205 1198.00000000 NS USD 2623.62000000 0.001918708169 Long EC CORP US N 1 N N N N/A N/A N/A 9.00000000 NC USD -135.67000000 -0.00009921830 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P Midcap 400 E-Mini Index XC0009692283 2020-06-19 1294020.00000000 USD -135.67000000 N N N James River Group Holdings Ltd. N/A N/A 502.00000000 NS USD 18192.48000000 0.013304541055 Long EC CORP BM N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1242.19000000 0.000908439523 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 15856.06000000 USD 177705.81000000 NOK 2020-06-30 1242.19000000 N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663102 184.00000000 NS USD 24852.88000000 0.018175430854 Long EC CORP US N 1 N N N Precigen, Inc. 549300XCWNQU35K64G19 74017N105 1718.00000000 NS USD 5841.20000000 0.004271791708 Long EC CORP US N 1 N N Gray Television, Inc. 529900TM5726KDN7UU35 389375106 1875.00000000 NS USD 20137.50000000 0.014726974854 Long EC CORP US N 1 N N N Verrica Pharmaceuticals, Inc. 5493002L68H6THU5GW50 92511W108 270.00000000 NS USD 2951.10000000 0.002158201141 Long EC CORP US N 1 N N Piedmont Office Realty Trust, Inc. N/A 720190206 21424.00000000 NS USD 378347.84000000 0.276693687201 Long EC CORP US N 1 N N N Steelcase, Inc. GIE4CCPBJDI8SMV1OX95 858155203 2202.00000000 NS USD 21733.74000000 0.015894338546 Long EC CORP US N 1 N N N Endo International plc 5493007TBMWZWGZIB256 N/A 7289.00000000 NS USD 26969.30000000 0.019723213057 Long EC CORP IE N 1 N N N Solid Biosciences, Inc. N/A 83422E105 468.00000000 NS USD 1118.52000000 0.000817997065 Long EC CORP US N 1 N N N Lindsay Corp. 549300ZFO0QG5H8TPI61 535555106 226.00000000 NS USD 20697.08000000 0.015136207410 Long EC CORP US N 1 N N N IMI plc 2138002W9Q21PF751R30 N/A 34191.00000000 NS 316251.11000000 0.231281050018 Long EC CORP GB N 2 N N N B. Riley Financial, Inc. N/A 05580M108 655.00000000 NS USD 12065.10000000 0.008823459928 Long EC CORP US N 1 N N N RCI Hospitality Holdings, Inc. 529900COXP1MLE1UKG69 74934Q108 308.00000000 NS USD 3070.76000000 0.002245711002 Long EC CORP US N 1 N N N Ardelyx, Inc. 549300F542QR4SXHCY32 039697107 2030.00000000 NS USD 11540.55000000 0.008439845544 Long EC CORP US N 1 N N N Amerant Bancorp, Inc. 5493007OCZP75TGDUY32 023576101 622.00000000 NS USD 9572.58000000 0.007000627930 Long EC CORP US N 1 N N N Rambus, Inc. 2549000211GDCQSLV833 750917106 3873.00000000 NS USD 42990.30000000 0.031439705380 Long EC CORP US N 1 N N N QCR Holdings, Inc. 549300MWKWM7KWJVQO33 74727A104 556.00000000 NS USD 15050.92000000 0.011007052532 Long EC CORP US N 1 N N N Ambarella, Inc. 254900XN7F4DG0CEKC02 N/A 670.00000000 NS USD 32535.20000000 0.023793672118 Long EC CORP KY N 1 N N N Apergy Corp. 549300EP2909K6DYYP38 03755L104 2766.00000000 NS USD 15904.50000000 0.011631293436 Long EC CORP US N 1 N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 00123Q104 18566.00000000 NS USD 196428.28000000 0.143652108767 Long EC CORP US N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 N/A 21547.00000000 NS 504270.88000000 0.368783839588 Long EC CORP NL N 2 N N N Brookline Bancorp, Inc. N/A 11373M107 2492.00000000 NS USD 28109.76000000 0.020557255304 Long EC CORP US N 1 N N N United Therapeutics Corp. 5299005C4HZL4UWROC14 91307C102 1488.00000000 NS USD 141099.60000000 0.103189088079 Long EC CORP US N 1 N N N Progyny, Inc. N/A 74340E103 195.00000000 NS USD 4132.05000000 0.003021854572 Long EC CORP US N 1 N N Red River Bancshares, Inc. 549300SO63STZV7UHM15 75686R202 158.00000000 NS USD 5880.76000000 0.004300722763 Long EC CORP US N 1 N N N Zumiez, Inc. 549300J0PDF58P6HZD25 989817101 636.00000000 NS USD 11015.52000000 0.008055880126 Long EC CORP US N 1 N N N N/A N/A N/A 5.00000000 NC USD -10653.91000000 -0.00779142717 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2020-06-19 286900.00000000 USD -10653.91000000 N N N Resideo Technologies, Inc. 5493006TKFPYISY2DS54 76118Y104 4426.00000000 NS USD 21421.84000000 0.015666239554 Long EC CORP US N 1 N N N Reynolds Consumer Products, Inc. N/A 76171L106 906.00000000 NS USD 26428.02000000 0.019327363674 Long EC CORP US N 1 N N N Tronox Holdings plc 549300NRVC84SGJSXV06 N/A 1608.00000000 NS USD 8007.84000000 0.005856300847 Long EC CORP GB N 1 N N N Oshkosh Corp. 549300FEKNPCFSA2B506 688239201 2332.00000000 NS USD 150017.56000000 0.109710978715 Long EC CORP US N 1 N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 412822108 5271.00000000 NS USD 99780.03000000 0.072971222486 Long EC CORP US N 1 N N N Republic Bancorp, Inc. N/A 760281204 313.00000000 NS USD 10338.39000000 0.007560680797 Long EC CORP US N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 4044.00000000 NS USD 72468.48000000 0.052997714846 Long EC CORP US N 1 N N N Wyndham Destinations, Inc. T4VNTWMFQ7JQB65L7T35 98310W108 3066.00000000 NS USD 66532.20000000 0.048656389146 Long EC CORP US N 1 N N N Radian Group, Inc. 54930005OUP720S5U385 750236101 6920.00000000 NS USD 89614.00000000 0.065536592160 Long EC CORP US N 1 N N N Blucora, Inc. 5299001IO03J69IP6L77 095229100 395.00000000 NS USD 4759.75000000 0.003480904708 Long EC CORP US N 1 N N N Beyond Meat, Inc. 549300XQ946NCE51DR09 08862E109 1629.00000000 NS USD 108491.40000000 0.079342029534 Long EC CORP US N 1 N N Jazz Pharmaceuticals plc 635400GAUMJCLEZRRV50 N/A 219.00000000 NS USD 21843.06000000 0.015974286548 Long EC CORP IE N 1 N N N N/A N/A N/A 1.00000000 NC N/A -717.02000000 -0.00052437171 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 42680.87000000 EUR 46516.60000000 USD 2020-06-30 -717.02000000 N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762E102 3742.00000000 NS USD 118733.66000000 0.086832408453 Long EC CORP US N 1 N N N JM Smucker Co. (The) 5493000WDH6A0LHDJD55 832696405 3772.00000000 NS USD 418692.00000000 0.306198215064 Long EC CORP US N 1 N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 60770K107 788.00000000 NS USD 23600.60000000 0.017259612303 Long EC CORP US N 1 N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113109 2090.00000000 NS USD 133822.70000000 0.097867338939 Long EC CORP US N 1 N N N Sensient Technologies Corp. CMMZHMFZQG86EI7WZU92 81725T100 652.00000000 NS USD 28368.52000000 0.020746491903 Long EC CORP US N 1 N N N CAI International, Inc. 549300XR4I3ZRKKVBZ43 12477X106 549.00000000 NS USD 7762.86000000 0.005677141850 Long EC CORP US N 1 N N N Southern First Bancshares, Inc. N/A 842873101 235.00000000 NS USD 6666.95000000 0.004875679950 Long EC CORP US N 1 N N N Legacy Housing Corp. N/A 52472M101 153.00000000 NS USD 1415.25000000 0.001035001919 Long EC CORP US N 1 N N N Frequency Therapeutics, Inc. N/A 35803L108 49.00000000 NS USD 872.69000000 0.000638216446 Long EC CORP US N 1 N N SMART Global Holdings, Inc. 529900RDGHQY8XKXPN14 N/A 465.00000000 NS USD 11299.50000000 0.008263560639 Long EC CORP KY N 1 N N N Peoples Bancorp, Inc. N/A 709789101 719.00000000 NS USD 15925.85000000 0.011646907137 Long EC CORP US N 1 N N N Bunge Ltd. 5493007M0RIN8HY3MM77 N/A 4729.00000000 NS USD 194030.87000000 0.141898832701 Long EC CORP BM N 1 N N N TTM Technologies, Inc. 549300SC4BDOIS008048 87305R109 3521.00000000 NS USD 36407.14000000 0.026625302808 Long EC CORP US N 1 N N N Livongo Health, Inc. N/A 539183103 235.00000000 NS USD 6704.55000000 0.004903177616 Long EC CORP US N 1 N N First Foundation, Inc. 549300MLBB1IY0K7IR56 32026V104 870.00000000 NS USD 8891.40000000 0.006502466752 Long EC CORP US N 1 N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 2681.00000000 NS USD 77802.62000000 0.056898682973 Long EC CORP US N 1 N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 88224Q107 1772.00000000 NS USD 39285.24000000 0.028730117524 Long EC CORP US N 1 N N N National HealthCare Corp. N/A 635906100 417.00000000 NS USD 29911.41000000 0.021874839624 Long EC CORP US N 1 N N N Standex International Corp. RCX52GR0JW2LRRMH9Z54 854231107 400.00000000 NS USD 19608.00000000 0.014339740432 Long EC CORP US N 1 N N N CareTrust REIT, Inc. 5493001NVXE2B9GPLU96 14174T107 779.00000000 NS USD 11521.41000000 0.008425848062 Long EC CORP US N 1 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 67103X102 1609.00000000 NS USD 17988.62000000 0.013155453974 Long EC CORP PR N 1 N N N Tompkins Financial Corp. N/A 890110109 496.00000000 NS USD 35612.80000000 0.026044385355 Long EC CORP US N 1 N N N CACI International, Inc. SYRPI2D1O9WRTS2WX210 127190304 843.00000000 NS USD 177999.45000000 0.130174720014 Long EC CORP US N 1 N N N Atlantic Power Corp. 2U3V7WI7HVCB625AQQ40 04878Q863 1432.00000000 NS USD 3064.48000000 0.002241118306 Long EC CORP CA N 1 N N N Luxfer Holdings plc 21380045UF5SJYZOXE41 N/A 75.00000000 NS USD 1060.50000000 0.000775565826 Long EC CORP GB N 1 N N N CareDx, Inc. 549300NQOFKL9NON0U06 14167L103 67.00000000 NS USD 1462.61000000 0.001069637278 Long EC CORP US N 1 N N N Urstadt Biddle Properties, Inc. 549300XXD0YL0AER3Z82 917286205 949.00000000 NS USD 13380.90000000 0.009785731984 Long EC CORP US N 1 N N N Nektar Therapeutics 5299005I24806IOIYE03 640268108 4899.00000000 NS USD 87447.15000000 0.063951929443 Long EC CORP US N 1 N N N Oyster Point Pharma, Inc. N/A 69242L106 41.00000000 NS USD 1435.00000000 0.001049445507 Long EC CORP US N 1 N N N Capstar Financial Holdings, Inc. N/A 14070T102 486.00000000 NS USD 4806.54000000 0.003515123213 Long EC CORP US N 1 N N N Virtus Investment Partners, Inc. 549300HWF93HB8BDM648 92828Q109 187.00000000 NS USD 14232.57000000 0.010408576064 Long EC CORP US N 1 N N N Genco Shipping & Trading Ltd. 5493003MBZ5GU8QHXZ58 N/A 529.00000000 NS USD 3396.18000000 0.002483697453 Long EC CORP MH N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 11970.00000000 NS USD 193794.30000000 0.141725824113 Long EC CORP US N 1 N N N Ambac Financial Group, Inc. 5493000UC0RBBNDHI717 023139884 1643.00000000 NS USD 20274.62000000 0.014827253578 Long EC CORP US N 1 N N N AcelRx Pharmaceuticals, Inc. 549300U8W781S4RBUE66 00444T100 1802.00000000 NS USD 2126.36000000 0.001555051533 Long EC CORP US N 1 N N Rite Aid Corp. 529900W353T1JY1DKT44 767754872 1912.00000000 NS USD 28680.00000000 0.020974283740 Long EC CORP US N 1 N N Heritage Commerce Corp. 549300CLIS851ELSR406 426927109 2017.00000000 NS USD 15470.39000000 0.011313819715 Long EC CORP US N 1 N N N Laureate Education, Inc. 5JL7TMOH5TY3IUYSUP91 518613203 3863.00000000 NS USD 40600.13000000 0.029691724077 Long EC CORP US N 1 N N N Baycom Corp. 549300UOLS54Q5ONIG33 07272M107 229.00000000 NS USD 2759.45000000 0.002018043489 Long EC CORP US N 1 N N N Ladder Capital Corp. 549300Q6LLV2QCV67C06 505743104 3523.00000000 NS USD 16699.02000000 0.012212342527 Long EC CORP US N 1 N N N Calithera Biosciences, Inc. 54930042TDFRLM4C8X19 13089P101 1643.00000000 NS USD 7294.92000000 0.005334927543 Long EC CORP US N 1 N N N Sterling Bancorp 549300LQK6SKH5ZXO648 85917A100 74310.00000000 NS USD 776539.50000000 0.567899574931 Long EC CORP US N 1 N N N CIRCOR International, Inc. 5493007701O01N3FQM69 17273K109 760.00000000 NS USD 8838.80000000 0.006463999272 Long EC CORP US N 1 N N N Ichor Holdings Ltd. 529900PS8R2JVLJ2H892 N/A 548.00000000 NS USD 10499.68000000 0.007678635547 Long EC CORP KY N 1 N N N Tivity Health, Inc. U5UKZMHGMOP0CPFG4B24 88870R102 1509.00000000 NS USD 9491.61000000 0.006941412876 Long EC CORP US N 1 N N Rayonier, Inc. HGV8VDVNL0W6SF2U9C50 754907103 4459.00000000 NS USD 105009.45000000 0.076795606686 Long EC CORP US N 1 N N N DSP Group, Inc. N/A 23332B106 468.00000000 NS USD 6271.20000000 0.004586259700 Long EC CORP US N 1 N N N Citi Trends, Inc. 529900D06Q0FPHV34S87 17306X102 369.00000000 NS USD 3284.10000000 0.002401731005 Long EC CORP US N 1 N N N American Realty Investors, Inc. N/A 029174109 110.00000000 NS USD 1016.40000000 0.000743314574 Long EC CORP US N 1 N N N CNB Financial Corp. 254900RUYUOKD91VNX69 126128107 448.00000000 NS USD 8453.76000000 0.006182411468 Long EC CORP US N 1 N N N Osmotica Pharmaceuticals plc 549300UFONE2USNRQ615 N/A 396.00000000 NS USD 1259.28000000 0.000920937797 Long EC CORP IE N 1 N N Edison International 549300I7ROF15MAEVP56 281020107 12330.00000000 NS USD 675560.70000000 0.494051666876 Long EC CORP US N 1 N N N Cerence, Inc. 5493002WL2W5WMS89568 156727109 1418.00000000 NS USD 21837.20000000 0.015970001007 Long EC CORP US N 1 N N N MGM Growth Properties LLC 549300E2UGIBHWE12262 55303A105 17023.00000000 NS USD 402934.41000000 0.294674359983 Long EC CORP US N 1 N N N Camden National Corp. 549300ZVEDL2L8UW4F28 133034108 491.00000000 NS USD 15441.95000000 0.011293020948 Long EC CORP US N 1 N N N Colony Capital, Inc. 549300XG87L902AGBO89 19626G108 15695.00000000 NS USD 27466.25000000 0.020086642984 Long EC CORP US N 1 N N N SkyWest, Inc. 529900UYS2KGS6Z42P09 830879102 1791.00000000 NS USD 46906.29000000 0.034303550756 Long EC CORP US N 1 N N N SandRidge Energy, Inc. W1MKPVGS6I5155L7VV67 80007P869 1021.00000000 NS USD 917.98000000 0.000671337970 Long EC CORP US N 1 N N N Tiptree, Inc. N/A 88822Q103 811.00000000 NS USD 4233.42000000 0.003095988573 Long EC CORP US N 1 N N N Oportun Financial Corp. 549300351Y4J4FKIOR78 68376D104 127.00000000 NS USD 1339.85000000 0.000979860323 Long EC CORP US N 1 N N Carolina Financial Corp. 549300J88S3H0BJR4L76 143873107 798.00000000 NS USD 20644.26000000 0.015097579039 Long EC CORP US N 1 N N N DXP Enterprises, Inc. N/A 233377407 518.00000000 NS USD 6350.68000000 0.004644385086 Long EC CORP US N 1 N N N Cato Corp. (The) 529900R4SJUY7GCUU865 149205106 748.00000000 NS USD 7981.16000000 0.005836789205 Long EC CORP US N 1 N N N Abeona Therapeutics, Inc. 54930002Z8PIJRCB4576 00289Y107 1787.00000000 NS USD 3752.70000000 0.002744427984 Long EC CORP US N 1 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 5552.00000000 NS USD 445825.60000000 0.326041584148 Long EC CORP US N 1 N N N Penn Virginia Corp. 5493003S4AVU6OSXB118 70788V102 428.00000000 NS USD 1322.52000000 0.000967186531 Long EC CORP US N 1 N N N Designer Brands, Inc. 549300X8J6FI8PPRK859 250565108 1345.00000000 NS USD 6698.10000000 0.004898460597 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -5.12000000 -0.00000374436 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 4634.61000000 NOK 440.81000000 USD 2020-06-30 -5.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 466.35000000 0.000341051507 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 14327.47000000 USD 1584690.00000000 JPY 2020-06-30 466.35000000 N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638109 2935.00000000 NS USD 89840.35000000 0.065702126648 Long EC CORP US N 1 N N N EW Scripps Co. (The) 549300U1OW41QPKYW028 811054402 1747.00000000 NS USD 13172.38000000 0.009633236947 Long EC CORP US N 1 N N N ESCO Technologies, Inc. 5493007JJLP5MEWVDH10 296315104 53.00000000 NS USD 4023.23000000 0.002942272230 Long EC CORP US N 1 N N N South Plains Financial, Inc. 549300SNEBP48642N493 83946P107 354.00000000 NS USD 5483.46000000 0.004010168965 Long EC CORP US N 1 N N N Washington Federal, Inc. N/A 938824109 2665.00000000 NS USD 69183.40000000 0.050595267146 Long EC CORP US N 1 N N N GasLog Ltd. 549300QH0H78JQK1Z820 N/A 460.00000000 NS USD 1665.20000000 0.001217795581 Long EC CORP BM N 1 N N Revlon, Inc. 529900YEDE9H6BRQ6C38 761525609 41.00000000 NS USD 448.13000000 0.000327726840 Long EC CORP US N 1 N N Construction Partners, Inc. 549300G4ICXJKQN32X70 21044C107 571.00000000 NS USD 9644.19000000 0.007052997821 Long EC CORP US N 1 N N Perspecta, Inc. 549300XIT2GJKMZC0O65 715347100 4441.00000000 NS USD 81003.84000000 0.059239802101 Long EC CORP US N 1 N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 1277.00000000 NS USD 112542.01000000 0.082304325331 Long EC CORP US N 1 N N N Rosetta Stone, Inc. 5299001UYF7L66NG5049 777780107 581.00000000 NS USD 8145.62000000 0.005957062242 Long EC CORP US N 1 N N N Cedar Realty Trust, Inc. 54930056URX93R2RSN82 150602209 2524.00000000 NS USD 2355.14000000 0.001722363131 Long EC CORP US N 1 N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 199333105 295.00000000 NS USD 7375.00000000 0.005393491722 Long EC CORP US N 1 N N N Carpenter Technology Corp. DX6I6ZD3X5WNNCDJKP85 144285103 1614.00000000 NS USD 31473.00000000 0.023016863046 Long EC CORP US N 1 N N N PolyOne Corp. SM8L9RZYIB34LNTWO040 73179P106 146.00000000 NS USD 2769.62000000 0.002025481022 Long EC CORP US N 1 N N N Preferred Bank 5493007K6HGI9G0ECX16 740367404 317.00000000 NS USD 10720.94000000 0.007840447612 Long EC CORP US N 1 N N N Thor Industries, Inc. 254900XZO1228PDSG060 885160101 6781.00000000 NS USD 286022.58000000 0.209174293906 Long EC CORP US N 1 N N N Cinemark Holdings, Inc. N/A 17243V102 3727.00000000 NS USD 37978.13000000 0.027774200647 Long EC CORP US N 1 N N N CRA International, Inc. N/A 12618T105 191.00000000 NS USD 6381.31000000 0.004666785445 Long EC CORP US N 1 N N N Stoke Therapeutics, Inc. 549300RD25SS2DIJHJ67 86150R107 121.00000000 NS USD 2770.90000000 0.002026417113 Long EC CORP US N 1 N N N Southern National Bancorp of Virginia, Inc. 549300JNX3M2EENG1F11 843395104 648.00000000 NS USD 6376.32000000 0.004663136154 Long EC CORP US N 1 N N N Denny's Corp. 54930037V56XOULXM917 24869P104 486.00000000 NS USD 3732.48000000 0.002729640675 Long EC CORP US N 1 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 03762U105 5356.00000000 NS USD 39741.52000000 0.029063804629 Long EC CORP US N 1 N N N Cohu, Inc. 529900FJPORJ3JJ2XS33 192576106 1427.00000000 NS USD 17666.26000000 0.012919705365 Long EC CORP US N 1 N N N Delta Apparel, Inc. 549300YCES15WEDS8Z04 247368103 213.00000000 NS USD 2217.33000000 0.001621579796 Long EC CORP US N 1 N N N Merchants Bancorp 54930008Y0GPVLF81889 58844R108 280.00000000 NS USD 4250.40000000 0.003108406402 Long EC CORP US N 1 N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 783549108 1796.00000000 NS USD 47486.24000000 0.034727680319 Long EC CORP US N 1 N N N Trustmark Corp. 5493000HPQ4D2RZ79739 898402102 2196.00000000 NS USD 51166.80000000 0.037419350812 Long EC CORP US N 1 N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527106 345.00000000 NS USD 9487.50000000 0.006938407147 Long EC CORP US N 1 N N N Pitney Bowes, Inc. 549300N2O26NW4ST6W55 724479100 2647.00000000 NS USD 5399.88000000 0.003949045163 Long EC CORP US N 1 N N N Falcon Minerals Corp. 549300OILIONON7XK623 30607B109 1016.00000000 NS USD 2184.40000000 0.001597497399 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -930.76000000 -0.00068068425 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 28559.33000000 EUR 30674.98000000 USD 2020-06-30 -930.76000000 N N N Allegion plc N/A N/A 782.00000000 NS USD 71959.64000000 0.052625589513 Long EC CORP IE N 1 N N N Del Taco Restaurants, Inc. 5299004IBCSPGYGOI790 245496104 936.00000000 NS USD 3210.48000000 0.002347891159 Long EC CORP US N 1 N N N Denbury Resources, Inc. 549300KCWA5W52MS5559 247916208 14529.00000000 NS USD 2682.05000000 0.001961439250 Long EC CORP US N 1 N N Northeast Bank 549300F0LV9TSW34E306 66405S100 228.00000000 NS USD 2658.48000000 0.001944202016 Long EC CORP US N 1 N N N Cullen/Frost Bankers, Inc. 529900V2E9G9AY665O34 229899109 1951.00000000 NS USD 108846.29000000 0.079601568012 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -16119.57000000 -0.01178857862 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 831777.15000000 EUR 904382.98000000 USD 2020-06-30 -16119.57000000 N N N Evercore, Inc. 529900P6KLPT95DW3W58 29977A105 890.00000000 NS USD 40993.40000000 0.029979330652 Long EC CORP US N 1 N N N CNO Financial Group, Inc. 11XPYHB76MPM4Y4P2897 12621E103 5114.00000000 NS USD 63362.46000000 0.046338292000 Long EC CORP US N 1 N N N Six Flags Entertainment Corp. 549300JYTDUAA4JQ3717 83001A102 2628.00000000 NS USD 32955.12000000 0.024100768395 Long EC CORP US N 1 N N N Castle Biosciences, Inc. N/A 14843C105 66.00000000 NS USD 1967.46000000 0.001438844640 Long EC CORP US N 1 N N N BGC Partners, Inc. TF1LXM1YNB81WKUH5G19 05541T101 10755.00000000 NS USD 27102.60000000 0.019820698135 Long EC CORP US N 1 N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 131193104 3208.00000000 NS USD 32785.76000000 0.023976911886 Long EC CORP US N 1 N N DHI Group, Inc. 529900489RAC0CU0AO81 23331S100 1648.00000000 NS USD 3559.68000000 0.002603268422 Long EC CORP US N 1 N N N Essent Group Ltd. 254900QUO860OUT6ZF83 N/A 1623.00000000 NS USD 42749.82000000 0.031263837327 Long EC CORP BM N 1 N N N At Home Group, Inc. 549300LGPR0P05O30I24 04650Y100 1432.00000000 NS USD 2892.64000000 0.002115448121 Long EC CORP US N 1 N N Capital Bancorp, Inc. 549300LQKYGWQ7VP0C75 139737100 286.00000000 NS USD 3580.72000000 0.002618655414 Long EC CORP US N 1 N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92552V100 1964.00000000 NS USD 70546.88000000 0.051592408582 Long EC CORP US N 1 N N N SiTime Corp. N/A 82982T106 86.00000000 NS USD 1872.22000000 0.001369193636 Long EC CORP US N 1 N N N CBTX, Inc. 54930070P8Z0WHFBB536 12481V104 578.00000000 NS USD 10271.06000000 0.007511440960 Long EC CORP US N 1 N N N TerraForm Power, Inc. 549300V0USOOV31S6Z05 88104R209 759.00000000 NS USD 11969.43000000 0.008753494457 Long EC CORP US N 1 N N N Cabot Corp. K05C0SER542GQ6VLRO68 127055101 1955.00000000 NS USD 51064.60000000 0.037344609815 Long EC CORP US N 1 N N N FNB Corp. PCYSKIGYNYFDTBLVZU83 302520101 10985.00000000 NS USD 80959.45000000 0.059207338766 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 74.19000000 0.000054256698 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 14239.69000000 USD 20126.52000000 CAD 2020-06-30 74.19000000 N N N FedNat Holding Co. 549300TFR6HALUYTYJ66 31431B109 184.00000000 NS USD 2112.32000000 0.001544783787 Long EC CORP US N 1 N N N Integer Holdings Corp. 549300SUD2ED5XG6X569 45826H109 316.00000000 NS USD 19863.76000000 0.014526783068 Long EC CORP US N 1 N N N CorePoint Lodging, Inc. 549300VM1I60JN1Z8171 21872L104 1268.00000000 NS USD 4970.56000000 0.003635074469 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 246.85000000 0.000180526566 N/A DFE N/A N 2 UBS BFM8T61CT2L1QCEMIK50 7665.66000000 USD 847575.00000000 JPY 2020-06-30 246.85000000 N N N First of Long Island Corp. (The) N/A 320734106 773.00000000 NS USD 13411.55000000 0.009808146970 Long EC CORP US N 1 N N N Lakeland Financial Corp. N/A 511656100 214.00000000 NS USD 7864.50000000 0.005751473308 Long EC CORP US N 1 N N N Velocity Financial, Inc. N/A 92262D101 208.00000000 NS USD 1566.24000000 0.001145424064 Long EC CORP US N 1 N N N CrossFirst Bankshares, Inc. N/A 22766M109 1676.00000000 NS USD 14078.40000000 0.010295828320 Long EC CORP US N 1 N N N YRC Worldwide, Inc. 529900SEX4UQ2WLPRC40 984249607 982.00000000 NS USD 1649.76000000 0.001206503986 Long EC CORP US N 1 N N UGI Corp. DX6GCWD4Q1JO9CRE5I40 902681105 36135.00000000 NS USD 963720.45000000 0.704788917895 Long EC CORP US N 1 N N N Bed Bath & Beyond, Inc. 529900ZBUWWUV7BKGX39 075896100 4375.00000000 NS USD 18418.75000000 0.013470017038 Long EC CORP US N 1 N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119100 7050.00000000 NS USD 158907.00000000 0.116212012078 Long EC CORP US N 1 N N N Entravision Communications Corp. 549300SKHY2ALCLKV539 29382R107 3197.00000000 NS USD 6489.91000000 0.004746206896 Long EC CORP US N 1 N N N EchoStar Corp. 549300EE20907QZ9GT38 278768106 1689.00000000 NS USD 53997.33000000 0.039489376592 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 200.98000000 0.000146980876 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 46197.31000000 EUR 51326.14000000 USD 2020-06-30 200.98000000 N N N Clear Channel Outdoor Holdings, Inc. N/A 18453H106 842.00000000 NS USD 538.88000000 0.000394094212 Long EC CORP US N 1 N N N National Presto Industries, Inc. N/A 637215104 153.00000000 NS USD 10833.93000000 0.007923079562 Long EC CORP US N 1 N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393102 2111.00000000 NS USD 44879.86000000 0.032821580121 Long EC CORP US N 1 N N N RGC Resources, Inc. N/A 74955L103 255.00000000 NS USD 7377.15000000 0.005395064062 Long EC CORP US N 1 N N N Byline Bancorp, Inc. 549300W7ODP4YL2H4823 124411109 755.00000000 NS USD 7829.35000000 0.005725767378 Long EC CORP US N 1 N N N Otter Tail Corp. N/A 689648103 734.00000000 NS USD 32633.64000000 0.023865663349 Long EC CORP US N 1 N N N Arch Coal, Inc. W47HVZ7Q6FXL86RELH91 039380407 498.00000000 NS USD 14392.20000000 0.010525316822 Long EC CORP US N 1 N N BankUnited, Inc. 96OVUWEW5D4YX6PFXD91 06652K103 33725.00000000 NS USD 630657.50000000 0.461213017724 Long EC CORP US N 1 N N N Washington Prime Group, Inc. 549300RWGA2GV6YQYT67 93964W108 5990.00000000 NS USD 4822.55000000 0.003526831661 Long EC CORP US N 1 N N Horace Mann Educators Corp. 254900G5YAV3A2YK8T32 440327104 1310.00000000 NS USD 47932.90000000 0.035054332117 Long EC CORP US N 1 N N N Donnelley Financial Solutions, Inc. 549300O1NPY4J56QCU04 25787G100 1012.00000000 NS USD 5333.24000000 0.003900309937 Long EC CORP US N 1 N N N Eaton Vance Corp. 4JJ8ORNW1AFZPSV8GJ79 278265103 3662.00000000 NS USD 118099.50000000 0.086368633984 Long EC CORP US N 1 N N N Buckle, Inc. (The) 5299007IU0461T3GDL34 118440106 1047.00000000 NS USD 14354.37000000 0.010497650951 Long EC CORP US N 1 N N Hecla Mining Co. 5493009Y6HOBZD1QD537 422704106 17822.00000000 NS USD 32436.04000000 0.023721154337 Long EC CORP US N 1 N N N UMB Financial Corp. 549300MGEH3N3CUCV828 902788108 5723.00000000 NS USD 265432.74000000 0.194116513350 Long EC CORP US N 1 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A 32579.00000000 NS USD 562639.33000000 0.411469907643 Long EC CORP BM N 1 N N N Great Western Bancorp, Inc. 5493004X4OTHDTFBHI90 391416104 1495.00000000 NS USD 30617.60000000 0.022391291138 Long EC CORP US N 1 N N N New York Times Co. (The) 529900J1WEMMIW7BOH57 650111107 4508.00000000 NS USD 138440.68000000 0.101244564281 Long EC CORP US N 1 N N N Whiting Petroleum Corp. 52990028CHK9KUB1B293 966387409 2883.00000000 NS USD 1932.76000000 0.001413467804 Long EC CORP US N 1 N N CatchMark Timber Trust, Inc. 54930027IT0GQOYYOW30 14912Y202 1582.00000000 NS USD 11422.04000000 0.008353176703 Long EC CORP US N 1 N N N Eastern Co. (The) 5493005F8SU7UCM5D285 276317104 313.00000000 NS USD 6103.50000000 0.004463617183 Long EC CORP US N 1 N N N Independent Bank Corp. 549300C5K3W8THR3GE10 453836108 951.00000000 NS USD 61215.87000000 0.044768445844 Long EC CORP US N 1 N N N FRP Holdings, Inc. N/A 30292L107 230.00000000 NS USD 9890.00000000 0.007232763814 Long EC CORP US N 1 N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211K100 4975.00000000 NS USD 122932.25000000 0.089902925118 Long EC CORP US N 1 N N N Consolidated Water Co. Ltd. 5299001BMEW8X9VIJA73 N/A 465.00000000 NS USD 7626.00000000 0.005577053270 Long EC CORP KY N 1 N N N Select Energy Services, Inc. 54930094OK8LA3QDW486 81617J301 1874.00000000 NS USD 6053.02000000 0.004426700103 Long EC CORP US N 1 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 01741R102 4503.00000000 NS USD 38275.50000000 0.027991673546 Long EC CORP US N 1 N N N HBT Financial, Inc. 549300NTXD4Q6UK5BY66 404111106 302.00000000 NS USD 3180.06000000 0.002325644377 Long EC CORP US N 1 N N N Franklin Electric Co., Inc. RR6AURIKMXUE4Q24G284 353514102 89.00000000 NS USD 4194.57000000 0.003067576755 Long EC CORP US N 1 N N N Carter Bank & Trust 549300SO0M022D8D8358 146102108 733.00000000 NS USD 6728.94000000 0.004921014534 Long EC CORP US N 1 N N N Cowen, Inc. 5493008QI0EFC5WBED75 223622606 435.00000000 NS USD 4202.10000000 0.003073083602 Long EC CORP US N 1 N N N El Pollo Loco Holdings, Inc. 549300EZCBNF4G707K90 268603107 604.00000000 NS USD 5103.80000000 0.003732515667 Long EC CORP US N 1 N N Houghton Mifflin Harcourt Co. N/A 44157R109 3296.00000000 NS USD 6196.48000000 0.004531615401 Long EC CORP US N 1 N N N Riverview Bancorp, Inc. N/A 769397100 746.00000000 NS USD 3737.46000000 0.002733282653 Long EC CORP US N 1 N N N Casey's General Stores, Inc. 549300CAFWSI86V66Q65 147528103 938.00000000 NS USD 124275.62000000 0.090885359691 Long EC CORP US N 1 N N N Alaska Air Group, Inc. 529900G48RT4KWLC6C27 011659109 16176.00000000 NS USD 460530.72000000 0.336795745909 Long EC CORP US N 1 N N N Bryn Mawr Bank Corp. 4NOIGQXI7NPP6IUQF087 117665109 734.00000000 NS USD 20830.92000000 0.015234087401 Long EC CORP US N 1 N N N Life Storage, Inc. W9EE01AFDDF9DQCQZC68 53223X107 1585.00000000 NS USD 149861.75000000 0.109597031604 Long EC CORP US N 1 N N N Valley National Bancorp 549300ET52S1UBIB9762 919794107 13327.00000000 NS USD 97420.37000000 0.071245553784 Long EC CORP US N 1 N N N Agios Pharmaceuticals, Inc. 529900ONJHY8EOGYT555 00847X104 1848.00000000 NS USD 65567.04000000 0.047950547455 Long EC CORP US N 1 N N N Geospace Technologies Corp. N/A 37364X109 430.00000000 NS USD 2752.00000000 0.002012595148 Long EC CORP US N 1 N N N Mallinckrodt plc 549300LMDE3RUP8Z3L60 N/A 2677.00000000 NS USD 5300.46000000 0.003876337238 Long EC CORP IE N 1 N N Kearny Financial Corp. N/A 48716P108 1762.00000000 NS USD 15135.58000000 0.011068966161 Long EC CORP US N 1 N N N Casa Systems, Inc. 549300PNQ0GUDHNZLG66 14713L102 158.00000000 NS USD 553.00000000 0.000404420464 Long EC CORP US N 1 N N N Wingstop, Inc. 549300SSH3F8HPIM3Q47 974155103 73.00000000 NS USD 5818.10000000 0.004254898195 Long EC CORP US N 1 N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433102 1302.00000000 NS USD 16470.30000000 0.012045074808 Long EC CORP US N 1 N N N Meridian Bioscience, Inc. 549300ELSRZEFFFRX195 589584101 1249.00000000 NS USD 10491.60000000 0.007672726474 Long EC CORP US N 1 N N N Kirby Corp. I7NO6FZO5GUCG585T325 497266106 18409.00000000 NS USD 800239.23000000 0.585231683076 Long EC CORP US N 1 N N N Pyxus International, Inc. 8YFRT44YTZ40IQKXOL79 74737V106 286.00000000 NS USD 889.46000000 0.000650480697 Long EC CORP US N 1 N N Preferred Apartment Communities, Inc. 549300KTZLVOW5TLLN89 74039L103 1479.00000000 NS USD 10619.22000000 0.007766057649 Long EC CORP US N 1 N N N United Insurance Holdings Corp. 5299002P9105LJQA8G51 910710102 677.00000000 NS USD 6255.48000000 0.004574763335 Long EC CORP US N 1 N N N St Joe Co. (The) 529900XVHOT3BF8PWG49 790148100 1207.00000000 NS USD 20253.46000000 0.014811778827 Long EC CORP US N 1 N N N Jones Lang LaSalle, Inc. 6SYKCME112RT8TQUO411 48020Q107 4325.00000000 NS USD 436738.50000000 0.319395997893 Long EC CORP US N 1 N N N Lazard Ltd. 254900RIBCDJSUFG1A11 N/A 2204.00000000 NS USD 51926.24000000 0.037974745165 Long EC CORP BM N 1 N N N PPD, Inc. N/A 69355F102 912.00000000 NS USD 16242.72000000 0.011878640795 Long EC CORP US N 1 N N N Westwood Holdings Group, Inc. N/A 961765104 270.00000000 NS USD 4943.70000000 0.003615431190 Long EC CORP US N 1 N N N LCNB Corp. N/A 50181P100 406.00000000 NS USD 5115.60000000 0.003741145254 Long EC CORP US N 1 N N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 423452101 3684.00000000 NS USD 57654.60000000 0.042164014622 Long EC CORP US N 1 N N N Eros International plc 254900397NMORQEIZA86 N/A 2271.00000000 NS USD 3747.15000000 0.002740369153 Long EC CORP IM N 1 N N N PDF Solutions, Inc. 549300GMSP6MROFBI160 693282105 871.00000000 NS USD 10208.12000000 0.007465411622 Long EC CORP US N 1 N N N Mackinac Financial Corp. N/A 554571109 316.00000000 NS USD 3302.20000000 0.002414967913 Long EC CORP US N 1 N N N Dynex Capital, Inc. 5CIJ4S9HAEBWILA19B65 26817Q886 868.00000000 NS USD 9061.92000000 0.006627171594 Long EC CORP US N 1 N N N AnaptysBio, Inc. 529900HH4WQT03IG1A12 032724106 129.00000000 NS USD 1822.77000000 0.001333029817 Long EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 6299.00000000 NS USD 318225.48000000 0.232724948086 Long EC CORP US N 1 N N N Escalade, Inc. N/A 296056104 341.00000000 NS USD 2028.95000000 0.001483813563 Long EC CORP US N 1 N N N York Water Co. (The) N/A 987184108 52.00000000 NS USD 2259.92000000 0.001652726754 Long EC CORP US N 1 N N N Constellation Pharmaceuticals, Inc. N/A 210373106 57.00000000 NS USD 1791.51000000 0.001310168726 Long EC CORP US N 1 N N N Rubicon Project, Inc. (The) 54930018FR2YX1HHSB02 78112V102 534.00000000 NS USD 2963.70000000 0.002167415785 Long EC CORP US N 1 N N N HNI Corp. 549300SKRADLC4O5HV93 404251100 302.00000000 NS USD 7607.38000000 0.005563436075 Long EC CORP US N 1 N N N Professional Holding Corp. 549300MOIYR1NW3J2W56 743139107 101.00000000 NS USD 1610.95000000 0.001178121422 Long EC CORP US N 1 N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 883203101 11830.00000000 NS USD 315506.10000000 0.230736208626 Long EC CORP US N 1 N N N Teledyne Technologies, Inc. 549300VSMO9KYQWDND94 879360105 1228.00000000 NS USD 365047.56000000 0.266966914308 Long EC CORP US N 1 N N N Nuance Communications, Inc. AEMSOT3SS15TNMJCE605 67020Y100 9813.00000000 NS USD 164662.14000000 0.120420866309 Long EC CORP US N 1 N N N Southern Missouri Bancorp, Inc. N/A 843380106 237.00000000 NS USD 5751.99000000 0.004206550569 Long EC CORP US N 1 N N N Allegiance Bancshares, Inc. N/A 01748H107 624.00000000 NS USD 15044.64000000 0.011002459837 Long EC CORP US N 1 N N N Interface, Inc. 549300VXZWQOIDFPU355 458665304 143.00000000 NS USD 1081.08000000 0.000790616410 Long EC CORP US N 1 N N N Cumulus Media, Inc. N/A 231082801 454.00000000 NS USD 2460.68000000 0.001799546740 Long EC CORP US N 1 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 4314.00000000 NS USD 174932.70000000 0.127931941609 Long EC CORP US N 1 N N N Contura Energy, Inc. N/A 21241B100 598.00000000 NS USD 1405.30000000 0.001027725276 Long EC CORP US N 1 N N N First Bank N/A 31931U102 523.00000000 NS USD 3629.62000000 0.002654417006 Long EC CORP US N 1 N N N Cubic Corp. 6HHLXIOGCDNZ4IRAIW26 229669106 909.00000000 NS USD 37550.79000000 0.027461677969 Long EC CORP US N 1 N N N Globe Life, Inc. 5493001JFHKQOPP6XA71 37959E102 4719.00000000 NS USD 339626.43000000 0.248375910346 Long EC CORP US N 1 N N N FibroGen, Inc. 549300Q914ULWWY95822 31572Q808 259.00000000 NS USD 9000.25000000 0.006582071033 Long EC CORP US N 1 N N N Dillard's, Inc. 529900FGYKMWL6019P91 254067101 358.00000000 NS USD 13228.10000000 0.009673986149 Long EC CORP US N 1 N N Investar Holding Corp. 54930001EK2YM28LOJ08 46134L105 159.00000000 NS USD 2030.43000000 0.001484895918 Long EC CORP US N 1 N N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 55272X102 15701.00000000 NS USD 24336.55000000 0.017797827928 Long EC CORP US N 1 N N N First Horizon National Corp. TF3RXI1ZB1TQ30H9JV10 320517105 10695.00000000 NS USD 86201.70000000 0.063041105814 Long EC CORP US N 1 N N N Knowles Corp. 5493003EO323TDZQU148 49926D109 2798.00000000 NS USD 37437.24000000 0.027378636479 Long EC CORP US N 1 N N N Spectrum Pharmaceuticals, Inc. 549300COU30WSP3O5I07 84763A108 276.00000000 NS USD 643.08000000 0.000470297851 Long EC CORP US N 1 N N N Marlin Business Services Corp. N/A 571157106 207.00000000 NS USD 2312.19000000 0.001690952898 Long EC CORP US N 1 N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496107 1762.00000000 NS USD 90461.08000000 0.066156079478 Long EC CORP US N 1 N N N Mercantile Bank Corp. P16VZZCKTJ5IONL6XE37 587376104 517.00000000 NS USD 10944.89000000 0.008004226930 Long EC CORP US N 1 N N N TransEnterix, Inc. 5493005KN31IIY2XSQ42 89366M300 156.00000000 NS USD 54.88000000 0.000040134891 Long EC CORP US N 1 N N N Enochian Biosciences, Inc. 5493003O12Q6PNJ56V39 29350E104 475.00000000 NS USD 1425.00000000 0.001042132298 Long EC CORP US N 1 N N GrafTech International Ltd. 549300GY32W00XP57351 384313508 1886.00000000 NS USD 15314.32000000 0.011199682460 Long EC CORP US N 1 N N PGT Innovations, Inc. 549300LRW9WM59C1S579 69336V101 934.00000000 NS USD 7836.26000000 0.005730820805 Long EC CORP US N 1 N N N Marten Transport Ltd. N/A 573075108 1356.00000000 NS USD 27825.12000000 0.020349092120 Long EC CORP US N 1 N N N German American Bancorp, Inc. N/A 373865104 915.00000000 NS USD 25116.75000000 0.018368404503 Long EC CORP US N 1 N N N FARO Technologies, Inc. 529900MFEFNOFP3YR823 311642102 31.00000000 NS USD 1379.50000000 0.001008857197 Long EC CORP US N 1 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 3328.00000000 NS USD 242378.24000000 0.177256275397 Long EC CORP US N 1 N N N MutualFirst Financial, Inc. 5493004W2SYBLE5X7W66 62845B104 206.00000000 NS USD 5809.20000000 0.004248389438 Long EC CORP US N 1 N N N MVB Financial Corp. 549300KSUQ2FUU1X2O74 553810102 331.00000000 NS USD 4220.25000000 0.003086357076 Long EC CORP US N 1 N N N Maxim Integrated Products, Inc. SO0H5YEO14Y4PVKQH532 57772K101 8741.00000000 NS USD 424900.01000000 0.310738262596 Long EC CORP US N 1 N N N HighPoint Resources Corp. 549300F0PA3NW6D2OO63 43114K108 3016.00000000 NS USD 573.04000000 0.000419076135 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 3538.00000000 NS USD 516548.00000000 0.377762354177 Long EC CORP US N 1 N N N Tupperware Brands Corp. G8NWFN4YP7CR6FOP4886 899896104 1553.00000000 NS USD 2515.86000000 0.001839901028 Long EC CORP US N 1 N N GP Strategies Corp. 5493006GWK1B65HI6Q32 36225V104 405.00000000 NS USD 2636.55000000 0.001928164149 Long EC CORP US N 1 N N N Morphic Holding, Inc. 549300RWWOUFLHTY1224 61775R105 77.00000000 NS USD 1130.36000000 0.000826655905 Long EC CORP US N 1 N N World Acceptance Corp. N/A 981419104 75.00000000 NS USD 4095.75000000 0.002995307623 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 9343.00000000 NS USD 332704.23000000 0.243313560733 Long EC CORP US N 1 N N N Kezar Life Sciences, Inc. 549300EV1V8GXBV18004 49372L100 957.00000000 NS USD 4172.52000000 0.003051451129 Long EC CORP US N 1 N N N MacroGenics, Inc. 5493001KJQUA83L8MH79 556099109 816.00000000 NS USD 4749.12000000 0.003473130767 Long EC CORP US N 1 N N N Intellia Therapeutics, Inc. 5493002T5BCPE5DZC723 45826J105 357.00000000 NS USD 4366.11000000 0.003193027544 Long EC CORP US N 1 N N Cortexyme, Inc. N/A 22053A107 28.00000000 NS USD 1277.08000000 0.000933955309 Long EC CORP US N 1 N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 89469A104 1586.00000000 NS USD 70021.90000000 0.051208479730 Long EC CORP US N 1 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 65290C105 5086.00000000 NS USD 5950.62000000 0.004351812842 Long EC CORP US N 1 N N N Dynavax Technologies Corp. 549300T5URIXWDILX594 268158201 236.00000000 NS USD 833.08000000 0.000609248824 Long EC CORP US N 1 N N Caleres, Inc. JFU6RQQJ8Z1CPOLBXQ18 129500104 1363.00000000 NS USD 7087.60000000 0.005183310092 Long EC CORP US N 1 N N N Personalis, Inc. 549300EZ2NYFK7H0US48 71535D106 196.00000000 NS USD 1581.72000000 0.001156744912 Long EC CORP US N 1 N N N MRC Global, Inc. 529900TSBPOLCLI2L582 55345K103 2290.00000000 NS USD 9755.40000000 0.007134328019 Long EC CORP US N 1 N N N Urban Edge Properties N/A 91704F104 4104.00000000 NS USD 36156.24000000 0.026441814392 Long EC CORP US N 1 N N N Waterstone Financial, Inc. 5493002KM21XRC2DCQ02 94188P101 907.00000000 NS USD 13187.78000000 0.009644499289 Long EC CORP US N 1 N N N Satsuma Pharmaceuticals, Inc. 549300CFJJ7QFB1VAD84 80405P107 23.00000000 NS USD 494.96000000 0.000361974598 Long EC CORP US N 1 N N N World Fuel Services Corp. D3W7PCXCBRQLL17DZ313 981475106 2196.00000000 NS USD 55295.28000000 0.040438594569 Long EC CORP US N 1 N N N Community Healthcare Trust, Inc. 549300FATSRCMKOV9536 20369C106 237.00000000 NS USD 9072.36000000 0.006634806584 Long EC CORP US N 1 N N N TEGNA, Inc. 549300YC5EDBGX85AO10 87901J105 7445.00000000 NS USD 80852.70000000 0.059129270258 Long EC CORP US N 1 N N N Five Prime Therapeutics, Inc. 549300Z652HXXGMB7V71 33830X104 1655.00000000 NS USD 3756.85000000 0.002747462966 Long EC CORP US N 1 N N N Gannett Co., Inc. 549300JQ2PU0RI3ZBA32 36472T109 3757.00000000 NS USD 5560.36000000 0.004066407543 Long EC CORP US N 1 N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215209 1540.00000000 NS USD 35574.00000000 0.026016010104 Long EC CORP US N 1 N N N Easterly Government Properties, Inc. 549300ERMCEFC6S8HL77 27616P103 2015.00000000 NS USD 49649.60000000 0.036309790726 Long EC CORP US N 1 N N N Greenbrier Cos., Inc. (The) 5493001GAGGFR30BP390 393657101 1136.00000000 NS USD 20152.64000000 0.014738047053 Long EC CORP US N 1 N N N News Corp. 549300ITS31QK8VRBQ14 65249B208 3953.00000000 NS USD 35537.47000000 0.025989294951 Long EC CORP US N 1 N N N ePlus, Inc. 529900FFY8AAFJ21NE91 294268107 56.00000000 NS USD 3506.72000000 0.002564537666 Long EC CORP US N 1 N N N Dime Community Bancshares, Inc. N/A 253922108 1019.00000000 NS USD 13970.49000000 0.010216911480 Long EC CORP US N 1 N N N First Merchants Corp. TZTBT0OTGQ2FEK6XMX94 320817109 1880.00000000 NS USD 49801.20000000 0.036420658976 Long EC CORP US N 1 N N N Mobile Mini, Inc. 529900IYC4GQUZJ42W95 60740F105 956.00000000 NS USD 25075.88000000 0.018338515417 Long EC CORP US N 1 N N N Culp, Inc. 549300BIJZDD8EVS1U89 230215105 402.00000000 NS USD 2958.72000000 0.002163773807 Long EC CORP US N 1 N N N National Western Life Group, Inc. 549300HPXNVHFT1BJ192 638517102 84.00000000 NS USD 14448.00000000 0.010566124528 Long EC CORP US N 1 N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934E108 1779.00000000 NS USD 29335.71000000 0.021453818175 Long EC CORP US N 1 N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 N/A 4764.00000000 NS USD 711360.48000000 0.520232794616 Long EC CORP BM N 1 N N N Miller Industries, Inc. 549300F1O74SPUJ7UU94 600551204 321.00000000 NS USD 9077.88000000 0.006638843475 Long EC CORP US N 1 N N N Resources Connection, Inc. N/A 76122Q105 689.00000000 NS USD 7558.33000000 0.005527564784 Long EC CORP US N 1 N N N National General Holdings Corp. 549300HUE7OCQI86BK16 636220303 1114.00000000 NS USD 18436.70000000 0.013483144248 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 285.00000000 NS USD 732196.35000000 0.535470502056 Long EC CORP US N 1 N N N Insteel Industries, Inc. 52990026LKY4MOX3L174 45774W108 601.00000000 NS USD 7963.25000000 0.005823691248 Long EC CORP US N 1 N N N New York Community Bancorp, Inc. 529900HVXOTLY61GL030 649445103 15566.00000000 NS USD 146164.74000000 0.106893330881 Long EC CORP US N 1 N N N Community Bank System, Inc. 5299008N6YHE6GCP1E80 203607106 1604.00000000 NS USD 94315.20000000 0.068974678029 Long EC CORP US N 1 N N N Lee Enterprises, Inc. N/A 523768109 1755.00000000 NS USD 1725.17000000 0.001261652896 Long EC CORP US N 1 N N N Wabash National Corp. 5299004ZAWHQZI5XO485 929566107 1743.00000000 NS USD 12584.46000000 0.009203278757 Long EC CORP US N 1 N N N Independence Contract Drilling, Inc. N/A 453415606 41.00000000 NS USD 57.40000000 0.000041977820 Long EC CORP US N 1 N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 3198.00000000 NS USD 253409.52000000 0.185323681141 Long EC CORP US N 1 N N N Group 1 Automotive, Inc. 549300US8QAZJLWYAF63 398905109 586.00000000 NS USD 25936.36000000 0.018967802435 Long EC CORP US N 1 N N N FNCB Bancorp, Inc. N/A 302578109 591.00000000 NS USD 4083.81000000 0.002986575651 Long EC CORP US N 1 N N N Farmers National Banc Corp. N/A 309627107 816.00000000 NS USD 9490.08000000 0.006940293955 Long EC CORP US N 1 N N N Norwood Financial Corp. N/A 669549107 190.00000000 NS USD 5073.00000000 0.003709990983 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 179.70000000 0.000131418367 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 8162.35000000 USD 11729.62000000 CAD 2020-06-30 179.70000000 N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212B103 56971.00000000 NS USD 173761.55000000 0.127075455124 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 3092.00000000 NS USD 241825.32000000 0.176851913438 Long EC CORP US N 1 N N N Xperi Corp. 529900L3ZKEYH5WX3L03 98421B100 1396.00000000 NS USD 19418.36000000 0.014201052734 Long EC CORP US N 1 N N N Heidrick & Struggles International, Inc. 5493006284N2J367VB57 422819102 628.00000000 NS USD 14130.00000000 0.010333564479 Long EC CORP US N 1 N N N Pacific Premier Bancorp, Inc. 549300Q1KIC3KLI0XG98 69478X105 1804.00000000 NS USD 33987.36000000 0.024855667093 Long EC CORP US N 1 N N N Oceaneering International, Inc. 549300L6PH74701W0R30 675232102 3633.00000000 NS USD 10681.02000000 0.007811253281 Long EC CORP US N 1 N N N Seritage Growth Properties 5493003CJFC2MM82WB25 81752R100 1018.00000000 NS USD 9273.98000000 0.006782255506 Long EC CORP US N 1 N N DiamondRock Hospitality Co. 529900KKD4BPVBUAQ734 252784301 6876.00000000 NS USD 34930.08000000 0.025545097943 Long EC CORP US N 1 N N N Frank's International NV 724500LJYA8QIT73H017 N/A 3375.00000000 NS USD 8741.25000000 0.006392658917 Long EC CORP NL N 1 N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 15449.00000000 NS USD 736144.85000000 0.538358122675 Long EC CORP US N 1 N N N CEVA, Inc. 529900G9T7CVU2J2VU73 157210105 48.00000000 NS USD 1196.64000000 0.000875127855 Long EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 2644.00000000 NS USD 179263.20000000 0.131098926816 Long EC CORP US N 1 N N N Bluegreen Vacations Corp. 5493007S02F45LLHOD64 09629F108 258.00000000 NS USD 1491.24000000 0.001090574996 Long EC CORP US N 1 N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 41043F208 979.00000000 NS USD 15252.82000000 0.011154706224 Long EC CORP US N 1 N N N RR Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867200 2462.00000000 NS USD 2359.83000000 0.001725793026 Long EC CORP US N 1 N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936100 7748.00000000 NS USD 205631.92000000 0.150382923161 Long EC CORP US N 1 N N N Overseas Shipholding Group, Inc. N/A 69036R863 2169.00000000 NS USD 4923.63000000 0.003600753579 Long EC CORP US N 1 N N N iStar, Inc. QFFLKWYYS3UPWD86E794 45031U101 27304.00000000 NS USD 289695.44000000 0.211860333229 Long EC CORP US N 1 N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 410120109 2997.00000000 NS USD 58501.44000000 0.042783326423 Long EC CORP US N 1 N N N Titan International, Inc. 54930043H7SFLNS88586 88830M102 2385.00000000 NS USD 3696.75000000 0.002703510579 Long EC CORP US N 1 N N N Kosmos Energy Ltd. 213800YDFJ3OT9B5P157 500688106 13457.00000000 NS USD 12052.09000000 0.008813945443 Long EC CORP US N 1 N N N Cooper-Standard Holdings, Inc. 549300VVOH2RQP5YMB08 21676P103 556.00000000 NS USD 5710.12000000 0.004175930162 Long EC CORP US N 1 N N N Daseke, Inc. 549300CUSFIOX5Q3VA53 23753F107 1403.00000000 NS USD 1964.20000000 0.001436460534 Long EC CORP US N 1 N N Graphic Packaging Holding Co. N/A 388689101 24800.00000000 NS USD 302560.00000000 0.221268454974 Long EC CORP US N 1 N N N GoPro, Inc. 549300CQJMLT21SZFL16 38268T103 346.00000000 NS USD 906.52000000 0.000662957032 Long EC CORP US N 1 N N Winnebago Industries, Inc. 549300B7OYKYJLTE3G11 974637100 294.00000000 NS USD 8176.14000000 0.005979382157 Long EC CORP US N 1 N N N Pacific Mercantile Bancorp N/A 694552100 650.00000000 NS USD 3061.50000000 0.002238938970 Long EC CORP US N 1 N N N Heritage Financial Corp. N/A 42722X106 1166.00000000 NS USD 23320.00000000 0.017054403655 Long EC CORP US N 1 N N N Golden Entertainment, Inc. 549300P8YYCKQVJ0Y638 381013101 305.00000000 NS USD 2016.05000000 0.001474379523 Long EC CORP US N 1 N N N elf Beauty, Inc. 549300U2K9TCON25C029 26856L103 715.00000000 NS USD 7035.60000000 0.005145281404 Long EC CORP US N 1 N N N Polaris, Inc. 549300QJSN8UVWN1EI78 731068102 191.00000000 NS USD 9196.65000000 0.006725702460 Long EC CORP US N 1 N N N Unity Bancorp, Inc. 549300Q90ZRNUR65PL93 913290102 262.00000000 NS USD 3065.40000000 0.002241791122 Long EC CORP US N 1 N N N Forum Energy Technologies, Inc. 549300SF93HLCR1REE27 34984V100 2219.00000000 NS USD 393.43000000 0.000287723586 Long EC CORP US N 1 N N N Foot Locker, Inc. 549300X383CBNP6MTV94 344849104 3568.00000000 NS USD 78674.40000000 0.057536233917 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 117.59000000 0.000085996025 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 33861.00000000 USD 27314.75000000 GBP 2020-06-30 117.59000000 N N N Douglas Emmett, Inc. N/A 25960P109 21409.00000000 NS USD 653188.59000000 0.477690474999 Long EC CORP US N 1 N N N Mueller Industries, Inc. 5493005IZFE4VJLLYG84 624756102 795.00000000 NS USD 19032.30000000 0.013918718983 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 1676.48000000 0.001226044881 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 29243.29000000 USD 24855.82000000 GBP 2020-06-30 1676.48000000 N N N Mid Penn Bancorp, Inc. N/A 59540G107 234.00000000 NS USD 4738.50000000 0.003465364138 Long EC CORP US N 1 N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 690732102 2076.00000000 NS USD 18995.40000000 0.013891733241 Long EC CORP US N 1 N N N Origin Bancorp, Inc. 54930055DO2Z4KO3NB45 68621T102 742.00000000 NS USD 15025.50000000 0.010988462355 Long EC CORP US N 1 N N N NewMarket Corp. 54930082CG88ERDREQ47 651587107 17.00000000 NS USD 6508.79000000 0.004760014235 Long EC CORP US N 1 N N N Medallion Financial Corp. 549300FJ4FMGJ2C34Y48 583928106 714.00000000 NS USD 1328.04000000 0.000971223423 Long EC CORP US N 1 N N N Office Depot, Inc. 549300OI428NU7XTM839 676220106 19473.00000000 NS USD 31935.72000000 0.023355259858 Long EC CORP US N 1 N N N Semtech Corp. 549300J7WUY317SW6O61 816850101 178.00000000 NS USD 6675.00000000 0.004881567084 Long EC CORP US N 1 N N N TPG RE Finance Trust, Inc. N/A 87266M107 1841.00000000 NS USD 10107.09000000 0.007391526271 Long EC CORP US N 1 N N N HCI Group, Inc. 549300CZF7EZJH0MPH74 40416E103 208.00000000 NS USD 8372.00000000 0.006122618670 Long EC CORP US N 1 N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618M106 4853.00000000 NS USD 40571.08000000 0.029670479204 Long EC CORP US N 1 N N N Signet Jewelers Ltd. 549300N3XPGE91WV7M22 N/A 1900.00000000 NS USD 12255.00000000 0.008962337770 Long EC CORP BM N 1 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 90187B408 9352.00000000 NS USD 35631.12000000 0.026057783155 Long EC CORP US N 1 N N N Unit Corp. 549300XGK22FZCTN8B67 909218109 1710.00000000 NS USD 444.60000000 0.000325145277 Long EC CORP US N 1 N N 3D Systems Corp. 5493003HHDOCCW4OP744 88554D205 3966.00000000 NS USD 30577.86000000 0.022362228445 Long EC CORP US N 1 N N Molecular Templates, Inc. 529900VZKP6N0B8U5F61 608550109 262.00000000 NS USD 3481.98000000 0.002546444787 Long EC CORP US N 1 N N N Motorcar Parts of America, Inc. 549300AG4610OSV3H429 620071100 597.00000000 NS USD 7510.26000000 0.005492410188 Long EC CORP US N 1 N N N Adesto Technologies Corp. 549300J97LXW3AREY415 00687D101 132.00000000 NS USD 1477.08000000 0.001080219491 Long EC CORP US N 1 N N Pacific Drilling SA 549300VEJMMZCY6OBU06 N/A 945.00000000 NS USD 406.35000000 0.000297172252 Long EC CORP LU N 1 N N N Mersana Therapeutics, Inc. 529900VWD5VDZ7PVOS22 59045L106 1224.00000000 NS USD 7135.92000000 0.005218647518 Long EC CORP US N 1 N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 244.00000000 NS USD 81220.28000000 0.059398089199 Long EC CORP US N 1 N N N Pennsylvania REIT 5493001GPBXRIG8WJO70 709102107 963.00000000 NS USD 877.87000000 0.000642004688 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A -862.26000000 -0.00063058876 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32088.82000000 GBP 39055.11000000 USD 2020-06-30 -862.26000000 N N N Sunstone Hotel Investors, Inc. 529900ZQ2V52V96ATF67 867892101 7655.00000000 NS USD 66675.05000000 0.048760858338 Long EC CORP US N 1 N N N Sodexo SA 969500LCBOG12HXPYM84 N/A 6399.00000000 NS 433613.49000000 0.317110612732 Long EC CORP FR N 2 N N EnerSys 7ZS3DE5PN30BYUJFWP05 29275Y102 473.00000000 NS USD 23422.96000000 0.017129700456 Long EC CORP US N 1 N N N Southwest Gas Holdings, Inc. N/A 844895102 1647.00000000 NS USD 114565.32000000 0.083784014245 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -473.97000000 -0.00034662417 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1544173.00000000 JPY 13941.61000000 USD 2020-06-30 -473.97000000 N N N PDL BioPharma, Inc. FE4K0NQFI4D86DSOL165 69329Y104 3875.00000000 NS USD 10927.50000000 0.007991509260 Long EC CORP US N 1 N N N Hill-Rom Holdings, Inc. JLZ01A0E2071OH26RE45 431475102 1109.00000000 NS USD 111565.40000000 0.081590110016 Long EC CORP US N 1 N N N Bill.Com Holdings, Inc. 549300IBF9VZZIGOZW63 090043100 64.00000000 NS USD 2188.80000000 0.001600715211 Long EC CORP US N 1 N N N Waddell & Reed Financial, Inc. 549300DZMO2208Z36F25 930059100 2436.00000000 NS USD 27721.68000000 0.020273444285 Long EC CORP US N 1 N N N Federal Signal Corp. 549300RTXZRPTNP6G884 313855108 108.00000000 NS USD 2946.24000000 0.002154646922 Long EC CORP US N 1 N N N FVCBankcorp, Inc. 549300MSW6NY44KG3397 36120Q101 403.00000000 NS USD 5367.96000000 0.003925701399 Long EC CORP US N 1 N N N Ribbon Communications, Inc. 549300L1E8Z8RL7CUL52 762544104 2450.00000000 NS USD 7423.50000000 0.005428960786 Long EC CORP US N 1 N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704L104 795.00000000 NS USD 16265.70000000 0.011895446549 Long EC CORP US N 1 N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313103 4004.00000000 NS USD 98418.32000000 0.071975375487 Long EC CORP US N 1 N N N AZZ, Inc. 549300HD1X2NFLWPYC83 002474104 571.00000000 NS USD 16056.52000000 0.011742468841 Long EC CORP US N 1 N N N Novavax, Inc. 529900J4GJHPEPQ23205 670002401 674.00000000 NS USD 9152.92000000 0.006693721797 Long EC CORP US N 1 N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 85254J102 5117.00000000 NS USD 115234.84000000 0.084273648221 Long EC CORP US N 1 N N N Oil-Dri Corp. of America 549300RSG5KPUH16WH66 677864100 179.00000000 NS USD 5985.76000000 0.004377511459 Long EC CORP US N 1 N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48238T109 363.00000000 NS USD 4356.00000000 0.003185633890 Long EC CORP US N 1 N N N Bank OZK 549300VYK2WBD7SST478 06417N103 29306.00000000 NS USD 489410.20000000 0.357915913546 Long EC CORP US N 1 N N N Cannae Holdings, Inc. 549300OGRF1ICI7D2V77 13765N107 2507.00000000 NS USD 83959.43000000 0.061401286874 Long EC CORP US N 1 N N N Ames National Corp. N/A 031001100 327.00000000 NS USD 6687.15000000 0.004890452633 Long EC CORP US N 1 N N N REVOLUTION Medicines, Inc. 549300JU3X0LBCQ65892 76155X100 98.00000000 NS USD 2147.18000000 0.001570277634 Long EC CORP US N 1 N N N On Deck Capital, Inc. 549300LGZVH7SGJZLE03 682163100 2193.00000000 NS USD 3377.22000000 0.002469831608 Long EC CORP US N 1 N N N SPX FLOW, Inc. 5493003YXEKRBINIEM78 78469X107 11949.00000000 NS USD 339590.58000000 0.248349692491 Long EC CORP US N 1 N N N Lands' End, Inc. 54930016WOL7P2P67Q43 51509F105 337.00000000 NS USD 1799.58000000 0.001316070485 Long EC CORP US N 1 N N N Oasis Petroleum, Inc. 529900FA4V2YNIKZ0M71 674215108 10071.00000000 NS USD 3524.85000000 0.002577796514 Long EC CORP US N 1 N N Kennedy-Wilson Holdings, Inc. 549300MOI1T78144X610 489398107 2114.00000000 NS USD 28369.88000000 0.020747486499 Long EC CORP US N 1 N N N JELD-WEN Holding, Inc. 529900AXX7CT9GZSCS30 47580P103 245.00000000 NS USD 2383.85000000 0.001743359354 Long EC CORP US N 1 N N N Park Aerospace Corp. 5299004AG0G7IB636095 70014A104 588.00000000 NS USD 7408.80000000 0.005418210368 Long EC CORP US N 1 N N N NorthWestern Corp. 3BPWMBHR1R9SHUN7J795 668074305 8002.00000000 NS USD 478759.66000000 0.350126950925 Long EC CORP US N 1 N N N Lineage Cell Therapeutics, Inc. 5299002BI4W22SDF8R25 53566P109 3736.00000000 NS USD 3093.78000000 0.002262546009 Long EC CORP US N 1 N N Oak Valley Bancorp N/A 671807105 215.00000000 NS USD 3384.10000000 0.002474863096 Long EC CORP US N 1 N N N Independence Realty Trust, Inc. 549300Z3L8NU44NQEB29 45378A106 3211.00000000 NS USD 28706.34000000 0.020993546733 Long EC CORP US N 1 N N N Seadrill Ltd. 549300U8Z4QWAF2OFI78 N/A 1876.00000000 NS USD 806.68000000 0.000589941952 Long EC CORP BM N 1 N N Hemisphere Media Group, Inc. 549300PUEQ0HSP3IRZ09 42365Q103 78.00000000 NS USD 666.12000000 0.000487147485 Long EC CORP US N 1 N N N Verso Corp. 549300FODXCTQ8DGT594 92531L207 1206.00000000 NS USD 13603.68000000 0.009948655656 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -132.26000000 -0.00009672450 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 145574.51000000 NOK 13874.43000000 USD 2020-06-30 -132.26000000 N N N Sutro Biopharma, Inc. 5493005U6P15VD25P851 869367102 311.00000000 NS USD 3172.20000000 0.002319896195 Long EC CORP US N 1 N N N National Bankshares, Inc. 549300Q745S62Q6QNW78 634865109 289.00000000 NS USD 9219.10000000 0.006742120614 Long EC CORP US N 1 N N N OneWater Marine, Inc. N/A 68280L101 163.00000000 NS USD 1246.95000000 0.000911920610 Long EC CORP US N 1 N N NBT Bancorp, Inc. N/A 628778102 1353.00000000 NS USD 43823.67000000 0.032049166288 Long EC CORP US N 1 N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189105 14002.00000000 NS USD 174184.88000000 0.127385045205 Long EC CORP US N 1 N N N Fiesta Restaurant Group, Inc. N/A 31660B101 770.00000000 NS USD 3103.10000000 0.002269361920 Long EC CORP US N 1 N N N Liquidity Services, Inc. 5299002AZ4ULSAXN0G81 53635B107 842.00000000 NS USD 3266.96000000 0.002389196164 Long EC CORP US N 1 N N N Franklin Financial Network, Inc. N/A 35352P104 387.00000000 NS USD 7890.93000000 0.005770802119 Long EC CORP US N 1 N N N Gossamer Bio, Inc. 549300ZOC0N2W6PSFR58 38341P102 675.00000000 NS USD 6851.25000000 0.005010462394 Long EC CORP US N 1 N N N Northrim BanCorp, Inc. 5493006X7RLLTZ3SG075 666762109 225.00000000 NS USD 6075.00000000 0.004442774537 Long EC CORP US N 1 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 6321.00000000 NS USD 386402.73000000 0.282584396697 Long EC CORP US N 1 N N N Encore Capital Group, Inc. 5493000UVC6H49CIH830 292554102 1083.00000000 NS USD 25320.54000000 0.018517440391 Long EC CORP US N 1 N N N Meridian Bancorp, Inc. N/A 58958U103 1488.00000000 NS USD 16695.36000000 0.012209665892 Long EC CORP US N 1 N N N ManpowerGroup, Inc. ERO1WSFOSR0JJ6CRQ987 56418H100 2017.00000000 NS USD 106880.83000000 0.078164186014 Long EC CORP US N 1 N N N Affiliated Managers Group, Inc. 2JE75BUE3T1BLCYYGK54 008252108 1665.00000000 NS USD 98468.10000000 0.072011780642 Long EC CORP US N 1 N N N Moelis & Co. 549300891QNU7VTQUR83 60786M105 288.00000000 NS USD 8092.80000000 0.005918433872 Long EC CORP US N 1 N N N WaVe Life Sciences Ltd. 54930070006GPKFYZ813 N/A 162.00000000 NS USD 1517.94000000 0.001110101264 Long EC CORP SG N 1 N N Magnolia Oil & Gas Corp. N/A 559663109 3175.00000000 NS USD 12700.00000000 0.009287775575 Long EC CORP US N 1 N N Newmark Group, Inc. N/A 65158N102 516.00000000 NS USD 2193.00000000 0.001603786758 Long EC CORP US N 1 N N N Dolby Laboratories, Inc. 549300X04FB2QPCJ5J24 25659T107 1861.00000000 NS USD 100884.81000000 0.073779171202 Long EC CORP US N 1 N N N Olin Corp. 549300GKK294V7W57P06 680665205 5388.00000000 NS USD 62877.96000000 0.045983967018 Long EC CORP US N 1 N N N Magellan Health, Inc. N/A 559079207 302.00000000 NS USD 14529.22000000 0.010625522413 Long EC CORP US N 1 N N N Werner Enterprises, Inc. 549300P6XRGOCHHJST37 950755108 1544.00000000 NS USD 55985.44000000 0.040943323009 Long EC CORP US N 1 N N N Innospec, Inc. 213800SQBACNY5IWJO68 45768S105 110.00000000 NS USD 7643.90000000 0.005590143915 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A 00508Y102 1002.00000000 NS USD 85831.32000000 0.062770239174 Long EC CORP US N 1 N N N AAR Corp. MP76T5YQX3YK5VVAQ802 000361105 1160.00000000 NS USD 20601.60000000 0.015066380889 Long EC CORP US N 1 N N N First Defiance Financial Corp. N/A 32006W106 1120.00000000 NS USD 16508.80000000 0.012073230663 Long EC CORP US N 1 N N N Liberty Media Corp.-Liberty Formula One N/A 531229854 34072.00000000 NS USD 927780.56000000 0.678505324782 Long EC CORP US N 1 N N N Capri Holdings Ltd. 549300LPG8W0H1OX3A26 N/A 3059.00000000 NS USD 33006.61000000 0.024138424109 Long EC CORP VG N 1 N N N SJW Group N/A 784305104 331.00000000 NS USD 19121.87000000 0.013984223397 Long EC CORP US N 1 N N N MEDNAX, Inc. N/A 58502B106 2849.00000000 NS USD 33162.36000000 0.024252327341 Long EC CORP US N 1 N N N Mesa Air Group, Inc. 549300EY743RMV1F7P98 590479135 544.00000000 NS USD 1789.76000000 0.001308888914 Long EC CORP US N 1 N N N Hallador Energy Co. 254900GKEQRHOI2SSC19 40609P105 580.00000000 NS USD 550.36000000 0.000402489776 Long EC CORP US N 1 N N N Meta Financial Group, Inc. 5493004X52BH1NBLW813 59100U108 449.00000000 NS USD 9752.28000000 0.007132046298 Long EC CORP US N 1 N N N Haverty Furniture Cos., Inc. 529900CVFMMIRXZVPD70 419596101 601.00000000 NS USD 7145.89000000 0.005225938788 Long EC CORP US N 1 N N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 603158106 1202.00000000 NS USD 43584.52000000 0.031874270892 Long EC CORP US N 1 N N N Littelfuse, Inc. 549300MY7HLQFYTPCX75 537008104 812.00000000 NS USD 108337.04000000 0.079229142838 Long EC CORP US N 1 N N N Lumber Liquidators Holdings, Inc. N/A 55003T107 764.00000000 NS USD 3583.16000000 0.002620439837 Long EC CORP US N 1 N N Rocky Brands, Inc. 5299004HQ6GCTW838N96 774515100 252.00000000 NS USD 4876.20000000 0.003566067028 Long EC CORP US N 1 N N N Montage Resources Corp. 54930070862I62NN3X72 61179L100 712.00000000 NS USD 1602.00000000 0.001171576100 Long EC CORP US N 1 N N Medical Properties Trust, Inc. 254900U6E39J1MQCCY14 58463J304 17567.00000000 NS USD 303733.43000000 0.222126608871 Long EC CORP US N 1 N N N Webster Financial Corp. KMRURHT0VWKYS6Z5KU67 947890109 3154.00000000 NS USD 72226.60000000 0.052820822944 Long EC CORP US N 1 N N N OneSpan, Inc. 549300D67QDZG593UX89 68287N100 318.00000000 NS USD 5771.70000000 0.004220964904 Long EC CORP US N 1 N N N Gorman-Rupp Co. (The) N/A 383082104 461.00000000 NS USD 14387.81000000 0.010522106323 Long EC CORP US N 1 N N N Global Medical REIT, Inc. 549300HFRIPQDYU3GU60 37954A204 1253.00000000 NS USD 12680.36000000 0.009273412432 Long EC CORP US N 1 N N N Schneider National, Inc. 529900V6GZ6G6E3BLV72 80689H102 1942.00000000 NS USD 37558.28000000 0.027467155562 Long EC CORP US N 1 N N N Royal Gold, Inc. 5493001NGRU6SFL04184 780287108 1536.00000000 NS USD 134722.56000000 0.098525425374 Long EC CORP US N 1 N N N L Brands, Inc. GR3KVMWVCR54YWQNXU90 501797104 6597.00000000 NS USD 76261.32000000 0.055771498052 Long EC CORP US N 1 N N N WesBanco, Inc. N/A 950810101 2305.00000000 NS USD 54628.50000000 0.039950964412 Long EC CORP US N 1 N N N RE/MAX Holdings, Inc. 54930033W2KS56JHAN30 75524W108 663.00000000 NS USD 14532.96000000 0.010628257553 Long EC CORP US N 1 N N N Adaptive Biotechnologies Corp. 549300ZTF7OT1FW66Q96 00650F109 632.00000000 NS USD 17556.96000000 0.012839771989 Long EC CORP US N 1 N N N GameStop Corp. 549300505KLOET039L77 36467W109 2152.00000000 NS USD 7532.00000000 0.005508309105 Long EC CORP US N 1 N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012653101 3615.00000000 NS USD 203777.55000000 0.149026783602 Long EC CORP US N 1 N N Select Interior Concepts, Inc. N/A 816120307 499.00000000 NS USD 1032.93000000 0.000755403309 Long EC CORP US N 1 N N N Reliant Bancorp, Inc. 549300K01QVP0R3WTW85 75956B101 285.00000000 NS USD 3211.95000000 0.002348966201 Long EC CORP US N 1 N N N AutoNation, Inc. N/A 05329W102 1862.00000000 NS USD 52247.72000000 0.038209850212 Long EC CORP US N 1 N N N Urban Outfitters, Inc. 549300N3DUFR5U6NRN38 917047102 2360.00000000 NS USD 33606.40000000 0.024577063079 Long EC CORP US N 1 N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340107 11281.00000000 NS USD 330984.54000000 0.242055915474 Long EC CORP US N 1 N N N Michaels Cos., Inc. (The) 549300H9LWMBP7HYLR98 59408Q106 2658.00000000 NS USD 4305.96000000 0.003149038591 Long EC CORP US N 1 N N Western New England Bancorp, Inc. 549300Y8QE4EI2LP6B42 958892101 734.00000000 NS USD 4961.84000000 0.003628697351 Long EC CORP US N 1 N N N NI Holdings, Inc. 549300LLJVCO2EGU3180 65342T106 276.00000000 NS USD 3742.56000000 0.002737012390 Long EC CORP US N 1 N N N Marriott Vacations Worldwide Corp. 549300WA6BT5H4F7IO94 57164Y107 1160.00000000 NS USD 64472.80000000 0.047150306860 Long EC CORP US N 1 N N N WR Grace & Co. 5493003X5Z6TVAXIPW56 38388F108 13699.00000000 NS USD 487684.40000000 0.356653799917 Long EC CORP US N 1 N N N Epizyme, Inc. 549300TNFWF88O4U4605 29428V104 683.00000000 NS USD 10593.33000000 0.007747123751 Long EC CORP US N 1 N N N Synlogic, Inc. 5493007C6UCNXL4HOI66 87166L100 528.00000000 NS USD 908.16000000 0.000664156398 Long EC CORP US N 1 N N N Opus Bank 5493002PJJERLWZ9O392 684000102 728.00000000 NS USD 12616.24000000 0.009226520136 Long EC CORP US N 1 N N N SunPower Corp. 549300TXO070764WUH65 867652406 2415.00000000 NS USD 12244.05000000 0.008954329806 Long EC CORP US N 1 N N Superior Group of Cos., Inc. UOX145EEO0TB0ZWX2152 868358102 281.00000000 NS USD 2377.26000000 0.001738539949 Long EC CORP US N 1 N N N Clarus Corp. F174K6FB0TWGSP17QZ32 18270P109 295.00000000 NS USD 2891.00000000 0.002114248755 Long EC CORP US N 1 N N N S&T Bancorp, Inc. N/A 783859101 1297.00000000 NS USD 35434.04000000 0.025913654429 Long EC CORP US N 1 N N N American Renal Associates Holdings, Inc. 549300RZGHM4ZGSTW764 029227105 366.00000000 NS USD 2419.26000000 0.001769255428 Long EC CORP US N 1 N N N First Midwest Bancorp, Inc. 7XRS7ORI584PF41IVU88 320867104 3369.00000000 NS USD 44588.72000000 0.032608663351 Long EC CORP US N 1 N N N TrustCo Bank Corp. N/A 898349105 2908.00000000 NS USD 15732.28000000 0.011505345349 Long EC CORP US N 1 N N N Evolent Health, Inc. 549300CZOCFHQ2BBTR11 30050B101 1906.00000000 NS USD 10349.58000000 0.007568864278 Long EC CORP US N 1 N N N Vishay Precision Group, Inc. N/A 92835K103 86.00000000 NS USD 1726.88000000 0.001262903455 Long EC CORP US N 1 N N N Selective Insurance Group, Inc. 549300R3WGJWLE40R258 816300107 1100.00000000 NS USD 54670.00000000 0.039981314230 Long EC CORP US N 1 N N N Snap-on, Inc. HHWAT5TDOYZMM26KKQ73 833034101 1865.00000000 NS USD 202949.30000000 0.148421067058 Long EC CORP US N 1 N N N ITT, Inc. 549300KDSERHTJOXUS80 45073V108 3011.00000000 NS USD 136578.96000000 0.099883049514 Long EC CORP US N 1 N N N Syneos Health, Inc. 549300F1ZGKDS8P6GU13 87166B102 2003.00000000 NS USD 78958.26000000 0.057743826671 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 283.00000000 NS USD 51565.43000000 0.037710877267 Long EC CORP US N 1 N N N Axcelis Technologies, Inc. 529900HF9B6NL1QG9F05 054540208 1051.00000000 NS USD 19243.81000000 0.014073400669 Long EC CORP US N 1 N N N Hallmark Financial Services, Inc. 549300QVZIZ17RUE4C20 40624Q203 354.00000000 NS USD 1430.16000000 0.001045905914 Long EC CORP US N 1 N N N Farmland Partners, Inc. 549300LB188CHPZ4IL37 31154R109 838.00000000 NS USD 5086.66000000 0.003719980827 Long EC CORP US N 1 N N Synaptics, Inc. 549300AJ3LI4FWNRQX29 87157D109 1170.00000000 NS USD 67707.90000000 0.049516203141 Long EC CORP US N 1 N N N Duke Realty Corp. N/A 264411505 12615.00000000 NS USD 408473.70000000 0.298725358595 Long EC CORP US N 1 N N N Summit Hotel Properties, Inc. N/A 866082100 3748.00000000 NS USD 15816.56000000 0.011566981075 Long EC CORP US N 1 N N N Flotek Industries, Inc. 549300TF60OEK4FPPC44 343389102 1736.00000000 NS USD 1545.04000000 0.001129920061 Long EC CORP US N 1 N N N Gencor Industries, Inc. N/A 368678108 263.00000000 NS USD 2761.50000000 0.002019542697 Long EC CORP US N 1 N N N Tejon Ranch Co. 549300TMNDO77VJ6J111 879080109 914.00000000 NS USD 12850.84000000 0.009398088021 Long EC CORP US N 1 N N N Cincinnati Bell, Inc. 549300JYVZOCUJOHL272 171871502 1321.00000000 NS USD 19339.44000000 0.014143336888 Long EC CORP US N 1 N N N PetMed Express, Inc. 529900PGHW5ASJ1AZL48 716382106 474.00000000 NS USD 13641.72000000 0.009976475104 Long EC CORP US N 1 N N Evans Bancorp, Inc. N/A 29911Q208 177.00000000 NS USD 4302.87000000 0.003146778810 Long EC CORP US N 1 N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351604 13735.00000000 NS USD 1155662.90000000 0.845160445378 Long EC CORP US N 1 N N N Plexus Corp. 549300W7HCBI5YT25I79 729132100 857.00000000 NS USD 46757.92000000 0.034195044672 Long EC CORP US N 1 N N N Parsley Energy, Inc. 549300DMRA8DSL66G562 701877102 4418.00000000 NS USD 25315.14000000 0.018513491258 Long EC CORP US N 1 N N N Empire State Realty Trust, Inc. 549300VOKY1DUEQSB456 292104106 26567.00000000 NS USD 238040.32000000 0.174083863788 Long EC CORP US N 1 N N N Paramount Group, Inc. 5493006GJU1CFI7Z5J17 69924R108 6798.00000000 NS USD 59822.40000000 0.043749372094 Long EC CORP US N 1 N N N BBX Capital Corp. 549300HWTUPNFVNT5B06 05491N104 2060.00000000 NS USD 4758.60000000 0.003480063689 Long EC CORP US N 1 N N N Peabody Energy Corp. EJCO258LNNVSKAR2JX59 704551100 2178.00000000 NS USD 6316.20000000 0.004619169141 Long EC CORP US N 1 N N N Griffin Industrial Realty, Inc. 549300R8UPDF52PO7C86 398231100 27.00000000 NS USD 882.90000000 0.000645683232 Long EC CORP US N 2 N N N Nelnet, Inc. 549300T6B0Q52I6OM558 64031N108 591.00000000 NS USD 26837.31000000 0.019626686010 Long EC CORP US N 1 N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 553530106 8543.00000000 NS USD 469608.71000000 0.343434669830 Long EC CORP US N 1 N N N Murphy USA, Inc. 549300Y081F8XIKQIO72 626755102 822.00000000 NS USD 69343.92000000 0.050712658779 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 4586.00000000 NS USD 420306.90000000 0.307379225204 Long EC CORP US N 1 N N N PQ Group Holdings, Inc. N/A 73943T103 1308.00000000 NS USD 14257.20000000 0.010426588498 Long EC CORP US N 1 N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446R109 14150.00000000 NS USD 136830.50000000 0.100067005976 Long EC CORP US N 1 N N N FutureFuel Corp. 529900WYQZSMWFXLA845 36116M106 1122.00000000 NS USD 12644.94000000 0.009247509046 Long EC CORP US N 1 N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 533900106 106.00000000 NS USD 7314.00000000 0.005348881146 Long EC CORP US N 1 N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156109 7862.00000000 NS USD 682657.46000000 0.499241675868 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509102 2227.00000000 NS USD 195062.93000000 0.142653599761 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M200 4273.00000000 NS USD 153913.46000000 0.112560131854 Long EC CORP US N 1 N N Veeco Instruments, Inc. 5493004201F72ADDZW04 922417100 1551.00000000 NS USD 14843.07000000 0.010855047481 Long EC CORP US N 1 N N N Zynga, Inc. N/A 98986T108 23038.00000000 NS USD 157810.30000000 0.115409972435 Long EC CORP US N 1 N N N ProAssurance Corp. 54930015E5J57R675E89 74267C106 30367.00000000 NS USD 759175.00000000 0.555200552964 Long EC CORP US N 1 N N N Zillow Group, Inc. 2549002XEELQDIR6FU05 98954M101 1966.00000000 NS USD 66785.02000000 0.048841281698 Long EC CORP US N 1 N N N Beazer Homes USA, Inc. 549300DUPYT2T0F60I45 07556Q881 893.00000000 NS USD 5750.92000000 0.004205768056 Long EC CORP US N 1 N N N Invesco Mortgage Capital, Inc. PV3BDP2HFZL2FNXQBL39 46131B100 5838.00000000 NS USD 19907.58000000 0.014558829550 Long EC CORP US N 1 N N N ATN International, Inc. 54930013NP7VEU877V56 00215F107 411.00000000 NS USD 24129.81000000 0.017646634642 Long EC CORP US N 1 N N N Employers Holdings, Inc. N/A 292218104 1002.00000000 NS USD 40591.02000000 0.029685061743 Long EC CORP US N 1 N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174700 7758.00000000 NS USD 271530.00000000 0.198575567091 Long EC CORP PR N 1 N N N Regency Centers Corp. 529900053A7X7FJ97S58 758849103 5708.00000000 NS USD 219358.44000000 0.160421414279 Long EC CORP US N 1 N N N Diodes, Inc. 549300XP2X1ARVH3BX23 254543101 1076.00000000 NS USD 43723.26000000 0.031975734355 Long EC CORP US N 1 N N N Ardmore Shipping Corp. 549300J8HD7K6BHD8O28 N/A 850.00000000 NS USD 4462.50000000 0.003263519567 Long EC CORP MH N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 6333.00000000 NS USD 288974.79000000 0.211333306814 Long EC CORP US N 1 N N N TimkenSteel Corp. 549300QZTZWHDE9HJL14 887399103 1168.00000000 NS USD 3772.64000000 0.002759010523 Long EC CORP US N 1 N N N Assetmark Financial Holdings, Inc. 5493001K4EDHT2T6W812 04546L106 214.00000000 NS USD 4363.46000000 0.003191089544 Long EC CORP US N 1 N N N New Residential Investment Corp. 549300WNTHGEO5LP2G31 64828T201 14254.00000000 NS USD 71412.54000000 0.052225483843 Long EC CORP US N 1 N N N Exelixis, Inc. N/A 30161Q104 6079.00000000 NS USD 104680.38000000 0.076554950914 Long EC CORP US N 1 N N N Spire, Inc. 549300NXSY15DRY2R511 84857L101 7580.00000000 NS USD 564558.40000000 0.412873363665 Long EC CORP US N 1 N N N Bridgewater Bancshares, Inc. 5493001FLSBTVILKXZ71 108621103 663.00000000 NS USD 6464.25000000 0.004727441201 Long EC CORP US N 1 N N N First Bancshares, Inc. (The) 5493006DL5RXJODMAF36 318916103 632.00000000 NS USD 12052.24000000 0.008814055142 Long EC CORP US N 1 N N N Great Southern Bancorp, Inc. 5493000ZL7DLNMN1AB26 390905107 355.00000000 NS USD 14342.00000000 0.010488604512 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 74967X103 414.00000000 NS USD 41594.58000000 0.030418986157 Long EC CORP US N 1 N N Foundation Building Materials, Inc. 549300ZVE6MONHB01I28 350392106 431.00000000 NS USD 4434.99000000 0.003243400929 Long EC CORP US N 1 N N N First Commonwealth Financial Corp. 549300ZHLQ42NXDETL24 319829107 3108.00000000 NS USD 28407.12000000 0.020774720890 Long EC CORP US N 1 N N N DASAN Zhone Solutions, Inc. 549300JL6GXPZ9SNGD29 23305L206 30.00000000 NS USD 125.70000000 0.000091927038 Long EC CORP US N 1 N N N II-VI, Inc. 549300O5C25A0MMHHU33 902104108 1120.00000000 NS USD 31920.00000000 0.023343763494 Long EC CORP US N 1 N N N Intelsat SA 529900YI9I36GOXH4729 N/A 2113.00000000 NS USD 3232.89000000 0.002364280061 Long EC CORP LU N 1 N N Gritstone Oncology, Inc. 5493003TER6KY3MUVY84 39868T105 644.00000000 NS USD 3748.08000000 0.002741049281 Long EC CORP US N 1 N N Union Bankshares, Inc. N/A 905400107 106.00000000 NS USD 2385.00000000 0.001744200373 Long EC CORP US N 1 N N N Universal Corp. 549300BZXZ66F6DTIF20 913456109 829.00000000 NS USD 36650.09000000 0.026802977224 Long EC CORP US N 1 N N N Watsco, Inc. 549300F1Y3LN5BX5WN75 942622200 1112.00000000 NS USD 175729.36000000 0.128514555727 Long EC CORP US N 1 N N N UniFirst Corp. 5493003XBTNWBC8UK019 904708104 527.00000000 NS USD 79624.43000000 0.058231010722 Long EC CORP US N 1 N N N Global Net Lease, Inc. 549300NUYANCT5SU8Z65 379378201 2995.00000000 NS USD 40043.15000000 0.029284392956 Long EC CORP US N 1 N N N OPKO Health, Inc. 529900A4S2D4OGOJLL02 68375N103 13944.00000000 NS USD 18684.96000000 0.013664701977 Long EC CORP US N 1 N N Maxar Technologies, Inc. 549300OEN2G821MIJ922 57778K105 1955.00000000 NS USD 20879.40000000 0.015269541838 Long EC CORP US N 1 N N MidWestOne Financial Group, Inc. N/A 598511103 392.00000000 NS USD 8208.48000000 0.006003033075 Long EC CORP US N 1 N N N Tenneco, Inc. 549300U0EXXFAQFAD785 880349105 1629.00000000 NS USD 5864.40000000 0.004288758353 Long EC CORP US N 1 N N N Information Services Group, Inc. 549300ZUNI6DQ0G8Q273 45675Y104 1215.00000000 NS USD 3122.55000000 0.002283586112 Long EC CORP US N 1 N N N Orkla ASA 549300PZS8G8RG6RVZ52 N/A 40455.00000000 NS 346191.03000000 0.253176739601 Long EC CORP NO N 2 N N N Extended Stay America, Inc. 549300IESZBC3BJUJW64 30224P200 6048.00000000 NS USD 44210.88000000 0.032332341058 Long EC CORP US N 1 N N N PCSB Financial Corp. N/A 69324R104 435.00000000 NS USD 6085.65000000 0.004450563104 Long EC CORP US N 1 N N N ConnectOne Bancorp, Inc. 549300E2M5ZYAZKUK134 20786W107 1211.00000000 NS USD 16275.84000000 0.011902862143 Long EC CORP US N 1 N N N Rockwell Medical, Inc. 529900Y6YUB5X93MMD77 774374102 256.00000000 NS USD 524.80000000 0.000383797214 Long EC CORP US N 1 N N Quotient Technology, Inc. 5493005ZZT58VQ9RKP56 749119103 2249.00000000 NS USD 14618.50000000 0.010690814744 Long EC CORP US N 1 N N N ABM Industries, Inc. QF02R89VEIOROM77J447 000957100 2293.00000000 NS USD 55857.48000000 0.040849743185 Long EC CORP US N 1 N N N Bridge Bancorp, Inc. N/A 108035106 509.00000000 NS USD 10770.44000000 0.007876647997 Long EC CORP US N 1 N N N AngioDynamics, Inc. 549300W3VKC5ZKMO8C28 03475V101 1167.00000000 NS USD 12171.81000000 0.008901499183 Long EC CORP US N 1 N N N Chico's FAS, Inc. 5299003ESGN5T1MFXY13 168615102 3799.00000000 NS USD 4900.71000000 0.003583991704 Long EC CORP US N 1 N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 413160102 2920.00000000 NS USD 16819.20000000 0.012300232674 Long EC CORP US N 1 N N N Adamas Pharmaceuticals, Inc. 529900JBG6S9MXH83I79 00548A106 780.00000000 NS USD 2254.20000000 0.001648543598 Long EC CORP US N 1 N N Hertz Global Holdings, Inc. 549300NBK3K85MH1EX16 42806J106 3598.00000000 NS USD 22235.64000000 0.016261388511 Long EC CORP US N 1 N N N Artisan Partners Asset Management, Inc. 549300T1FUI6JF63XU51 04316A108 836.00000000 NS USD 17965.64000000 0.013138648219 Long EC CORP US N 1 N N N VEREIT, Inc. 5493002H54FNIBW75H44 92339V100 36701.00000000 NS USD 179467.89000000 0.131248620894 Long EC CORP US N 1 N N N Northwest Pipe Co. 54930056VW2CRCZ9RE54 667746101 288.00000000 NS USD 6408.00000000 0.004686304400 Long EC CORP US N 1 N N N ADT, Inc. N/A 00090Q103 3716.00000000 NS USD 16053.12000000 0.011739982350 Long EC CORP US N 1 N N Big Lots, Inc. N/A 089302103 1413.00000000 NS USD 20092.86000000 0.014694328689 Long EC CORP US N 1 N N People's Utah Bancorp N/A 712706209 472.00000000 NS USD 9142.64000000 0.006686203818 Long EC CORP US N 1 N N N Legg Mason, Inc. OWUNCC6U1ZJXMZKFBJ36 524901105 2943.00000000 NS USD 143765.55000000 0.105138753063 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 21334.00000000 NS USD 657940.56000000 0.481165690031 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 09257W100 4321.00000000 NS USD 80457.02000000 0.058839901200 Long EC CORP US N 1 N N PH Glatfelter Co. 549300LDQLQBT38QDY28 377316104 1394.00000000 NS USD 17034.68000000 0.012457817704 Long EC CORP US N 1 N N N Artesian Resources Corp. N/A 043113208 257.00000000 NS USD 9606.66000000 0.007025551347 Long EC CORP US N 1 N N N Walker & Dunlop, Inc. N/A 93148P102 870.00000000 NS USD 35034.90000000 0.025621755001 Long EC CORP US N 1 N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 00165C104 1656.00000000 NS USD 5232.96000000 0.003826973076 Long EC CORP US N 1 N N Jack in the Box, Inc. 5493002OJW26P0SUUP68 466367109 766.00000000 NS USD 26848.30000000 0.019634723227 Long EC CORP US N 1 N N N KEMET Corp. 529900G5ZS8VVA2TY376 488360207 1992.00000000 NS USD 48126.72000000 0.035196076736 Long EC CORP US N 1 N N N Conn's, Inc. 529900K9HOACKOJJT953 208242107 646.00000000 NS USD 2700.28000000 0.001974771230 Long EC CORP US N 1 N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081T108 3222.00000000 NS USD 16271.10000000 0.011899395682 Long EC CORP US N 1 N N N Chimera Investment Corp. 2JBBQFJOL123LOUBE657 16934Q208 6361.00000000 NS USD 57885.10000000 0.042332584092 Long EC CORP US N 1 N N N Alico, Inc. N/A 016230104 158.00000000 NS USD 4904.32000000 0.003586631772 Long EC CORP US N 1 N N N South Jersey Industries, Inc. 549300DJYWYT5VXLFA46 838518108 23787.00000000 NS USD 594675.00000000 0.434898263027 Long EC CORP US N 1 N N N resTORbio, Inc. 549300VRD2QO80WBOP18 76133L103 464.00000000 NS USD 477.92000000 0.000349512890 Long EC CORP US N 1 N N MMA Capital Holdings, Inc. 5493000UXK8J337L8Q33 55315D105 154.00000000 NS USD 3808.42000000 0.002785177185 Long EC CORP US N 1 N N N Bassett Furniture Industries, Inc. N/A 070203104 237.00000000 NS USD 1291.65000000 0.000944610655 Long EC CORP US N 1 N N N Schlumberger Ltd. 213800ZUA17OK3QLGM62 806857108 3974.00000000 NS USD 53609.26000000 0.039205572886 Long EC CORP CW N 1 N N N Hanmi Financial Corp. 549300MSZ7RCG7EA6587 410495204 866.00000000 NS USD 9396.10000000 0.006871564416 Long EC CORP US N 1 N N N EMCOR Group, Inc. 529900X0SQJB2J7YDU43 29084Q100 488.00000000 NS USD 29924.16000000 0.021884163966 Long EC CORP US N 1 N N N Business First Bancshares, Inc. 549300ILTC50KHDX4A08 12326C105 516.00000000 NS USD 6966.00000000 0.005094381469 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -64.95000000 -0.00004749929 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 31004.37000000 GBP 38503.40000000 USD 2020-06-30 -64.95000000 N N N Era Group, Inc. 5493005Q24EN3UC1PV68 26885G109 667.00000000 NS USD 3555.11000000 0.002599926285 Long EC CORP US N 1 N N N Sally Beauty Holdings, Inc. 529900VXW6E8ONDIQ271 79546E104 4150.00000000 NS USD 33532.00000000 0.024522652803 Long EC CORP US N 1 N N N Renewable Energy Group, Inc. 549300HPU3BD8ZI0X358 75972A301 1309.00000000 NS USD 26873.77000000 0.019653349971 Long EC CORP US N 1 N N N Bank First Corp. N/A 06211J100 20.00000000 NS USD 1120.00000000 0.000819079420 Long EC CORP US N 1 N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 9334.00000000 NS USD 427683.88000000 0.312774164942 Long EC CORP US N 1 N N N RPM International, Inc. 549300TJCKW4BRXPJ474 749685103 9765.00000000 NS USD 581017.50000000 0.424910247679 Long EC CORP US N 1 N N N Sanderson Farms, Inc. 529900KZGVFTWHUO2759 800013104 103.00000000 NS USD 12701.96000000 0.009289208964 Long EC CORP US N 1 N N N Potbelly Corp. 54930027NUULUR2P5W11 73754Y100 746.00000000 NS USD 2305.14000000 0.001685797085 Long EC CORP US N 1 N N Patrick Industries, Inc. 549300FZ5ZTCCJ3Z5W14 703343103 243.00000000 NS USD 6842.88000000 0.005004341238 Long EC CORP US N 1 N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 237266101 5646.00000000 NS USD 108233.82000000 0.079153655894 Long EC CORP US N 1 N N N Vectrus, Inc. N/A 92242T101 372.00000000 NS USD 15404.52000000 0.011265647607 Long EC CORP US N 1 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 92886T201 2626.00000000 NS USD 18985.98000000 0.013884844198 Long EC CORP US N 1 N N N National Health Investors, Inc. 549300ZPKZIG6DKDEC02 63633D104 834.00000000 NS USD 41299.68000000 0.030203319620 Long EC CORP US N 1 N N N Westlake Chemical Corp. GOXNEVUM0LL78B1OS344 960413102 1237.00000000 NS USD 47216.29000000 0.034530260238 Long EC CORP US N 1 N N N Assured Guaranty Ltd. 549300BBOQUJEPH87M14 N/A 3209.00000000 NS USD 82760.11000000 0.060524199078 Long EC CORP BM N 1 N N N Aerojet Rocketdyne Holdings, Inc. 549300VULNLWHE8QWI76 007800105 780.00000000 NS USD 32627.40000000 0.023861099906 Long EC CORP US N 1 N N N Aptiv plc N/A N/A 2318.00000000 NS USD 114138.32000000 0.083471740215 Long EC CORP JE N 1 N N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 N/A 200000.00000000 PA USD 200000.00000000 0.146264182293 Long RA CORP US N 2 Repurchase Y 0.15000000 2020-04-01 189863.59999900 USD 204000.02914100 USD UST N N Safehold, Inc. 549300MHMP6BIE0XV355 78645L100 421.00000000 NS USD 26619.83000000 0.019467638338 Long EC CORP US N 1 N N Amdocs Ltd. N/A N/A 4566.00000000 NS USD 250993.02000000 0.183556444158 Long EC CORP GG N 1 N N N Primoris Services Corp. 549300UF3OLBJ8D5K349 74164F103 452.00000000 NS USD 7186.80000000 0.005255857126 Long EC CORP US N 1 N N N Rush Enterprises, Inc. 529900V3XHTN7A6DFT17 781846308 174.00000000 NS USD 5308.74000000 0.003882392575 Long EC CORP US N 1 N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044105 44818.00000000 NS USD 270700.72000000 0.197969097285 Long EC CORP US N 1 N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035Q102 1855.00000000 NS USD 44668.40000000 0.032666935001 Long EC CORP US N 1 N N N First Industrial Realty Trust, Inc. N/A 32054K103 3415.00000000 NS USD 113480.45000000 0.082990626127 Long EC CORP US N 1 N N N Bankwell Financial Group, Inc. 5493004NUBQXPY84NX67 06654A103 253.00000000 NS USD 3860.78000000 0.002823469148 Long EC CORP US N 1 N N N Northwest Bancshares, Inc. N/A 667340103 3263.00000000 NS USD 37752.91000000 0.027609492551 Long EC CORP US N 1 N N N Barnes & Noble Education, Inc. 549300JQGDS5THBPED41 06777U101 1289.00000000 NS USD 1753.04000000 0.001282034810 Long EC CORP US N 1 N N N Alkermes plc N/A N/A 5312.00000000 NS USD 76599.04000000 0.056018479750 Long EC CORP IE N 1 N N N Scorpio Bulkers, Inc. 549300MHZ4YKRPGBH616 N/A 1467.00000000 NS USD 3711.51000000 0.002714304876 Long EC CORP MH N 1 N N N ZAGG, Inc. 549300ZF4FN5BTLAO858 98884U108 883.00000000 NS USD 2746.13000000 0.002008302294 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A -613.66000000 -0.00044878239 N/A DFE N/A N 2 Credit Suisse ANGGYXNX0JLX3X63JN86 21668.97000000 EUR 23366.73000000 USD 2020-06-30 -613.66000000 N N N Limelight Networks, Inc. 529900BNCMDQGEKW5M59 53261M104 2263.00000000 NS USD 12899.10000000 0.009433381569 Long EC CORP US N 1 N N N Natural Gas Services Group, Inc. N/A 63886Q109 317.00000000 NS USD 1413.82000000 0.001033956131 Long EC CORP US N 1 N N N American National Insurance Co. 549300RZTZ0HILNF3Y05 028591105 248.00000000 NS USD 20430.24000000 0.014941061738 Long EC CORP US N 1 N N N Enterprise Bancorp, Inc. N/A 293668109 290.00000000 NS USD 7827.10000000 0.005724121906 Long EC CORP US N 1 N N N Abercrombie & Fitch Co. 5493000J7LL72TOGT983 002896207 2052.00000000 NS USD 18652.68000000 0.013641094938 Long EC CORP US N 1 N N Spirit AeroSystems Holdings, Inc. N/A 848574109 378.00000000 NS USD 9045.54000000 0.006615192557 Long EC CORP US N 1 N N N Insight Enterprises, Inc. 529900S8991TYW6YP792 45765U103 768.00000000 NS USD 32355.84000000 0.023662502400 Long EC CORP US N 1 N N N Revance Therapeutics, Inc. 549300N33TFDZHS81H11 761330109 264.00000000 NS USD 3907.20000000 0.002857417065 Long EC CORP US N 1 N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733V100 7577.00000000 NS USD 2534.51000000 0.001853540163 Long EC CORP US N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793100 1327.00000000 NS USD 64691.25000000 0.047310063914 Long EC CORP US N 1 N N N Grand Canyon Education, Inc. 529900XFER799IYOSW74 38526M106 1484.00000000 NS USD 113206.94000000 0.082790602545 Long EC CORP US N 1 N N N Nature's Sunshine Products, Inc. N/A 639027101 290.00000000 NS USD 2357.70000000 0.001724235312 Long EC CORP US N 1 N N N Gibraltar Industries, Inc. N/A 374689107 1128.00000000 NS USD 48413.76000000 0.035405995090 Long EC CORP US N 1 N N N Arrow Financial Corp. 2549007Z8GI9ZZIQ1817 042744102 434.00000000 NS USD 12095.58000000 0.008845750590 Long EC CORP US N 1 N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 125581801 2992.00000000 NS USD 51641.92000000 0.037766816004 Long EC CORP US N 1 N N N BrightView Holdings, Inc. 549300F8QN8YHVI7L866 10948C107 994.00000000 NS USD 10993.64000000 0.008039878825 Long EC CORP US N 1 N N N Utah Medical Products, Inc. 5493002R27BBGV8DID60 917488108 22.00000000 NS USD 2069.10000000 0.001513176097 Long EC CORP US N 1 N N N Cars.com, Inc. 5493002G6J07LNGX4M98 14575E105 1845.00000000 NS USD 7933.50000000 0.005801934451 Long EC CORP US N 1 N N N Evelo Biosciences, Inc. N/A 299734103 384.00000000 NS USD 1441.92000000 0.001054506248 Long EC CORP US N 1 N N Centennial Resource Development, Inc. 529900NXUJPOKU7OJ511 15136A102 5827.00000000 NS USD 1532.50000000 0.001120749296 Long EC CORP US N 1 N N CVR Energy, Inc. 529900SOYZIXZBTXB558 12662P108 551.00000000 NS USD 9108.03000000 0.006660892801 Long EC CORP US N 1 N N Carlisle Cos., Inc. XR64VGX1ZPX6G7ZN7Z11 142339100 258.00000000 NS USD 32322.24000000 0.023637930017 Long EC CORP US N 1 N N N New Senior Investment Group, Inc. 549300H8A719CGNNEW69 648691103 1514.00000000 NS USD 3875.84000000 0.002834482841 Long EC CORP US N 1 N N N Ciena Corp. W0CZ7N0GH8UIGXDM1H41 171779309 5248.00000000 NS USD 208922.88000000 0.152789671028 Long EC CORP US N 1 N N N Ligand Pharmaceuticals, Inc. 5493008K7TB0IKP37H79 53220K504 493.00000000 NS USD 35850.96000000 0.026218556744 Long EC CORP US N 1 N N Metropolitan Bank Holding Corp. N/A 591774104 294.00000000 NS USD 7917.42000000 0.005790174810 Long EC CORP US N 1 N N N Cherry Hill Mortgage Investment Corp. N/A 164651101 448.00000000 NS USD 2777.60000000 0.002031316963 Long EC CORP US N 1 N N N ADTRAN, Inc. 549300XWTHXJVGKWU616 00738A106 1525.00000000 NS USD 11712.00000000 0.008565230515 Long EC CORP US N 1 N N N Cantel Medical Corp. 549300ZFW3JXCDHTGW91 138098108 540.00000000 NS USD 19386.00000000 0.014177387189 Long EC CORP US N 1 N N N Mammoth Energy Services, Inc. 549300ODHHN3MGXCQ803 56155L108 424.00000000 NS USD 317.49000000 0.000232187076 Long EC CORP US N 1 N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527205 1390.00000000 NS USD 35542.30000000 0.025992827231 Long EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L204 12719.00000000 NS USD 291010.72000000 0.212822224997 Long EC CORP US N 1 N N N frontdoor, Inc. 5493008RB0JZJI3QGZ06 35905A109 2910.00000000 NS USD 101209.80000000 0.074016843185 Long EC CORP US N 1 N N N Fulton Financial Corp. 5493005QLZ6O1BNC0C11 360271100 5539.00000000 NS USD 63643.11000000 0.046543537213 Long EC CORP US N 1 N N N Natural Grocers by Vitamin Cottage, Inc. 529900P4OTXDGBUS3O87 63888U108 333.00000000 NS USD 2833.83000000 0.002072439138 Long EC CORP US N 1 N N N Chimerix, Inc. 5299002IR2GXUBEPKS66 16934W106 1416.00000000 NS USD 2039.04000000 0.001491192591 Long EC CORP US N 1 N N N Modine Manufacturing Co. Z35SZFYJR8GZZRSIUU09 607828100 1587.00000000 NS USD 5157.75000000 0.003771970431 Long EC CORP US N 1 N N N Franklin Street Properties Corp. 549300STLK2T6QY5WO82 35471R106 3677.00000000 NS USD 21069.21000000 0.015408353861 Long EC CORP US N 1 N N N Triple-S Management Corp. N/A 896749108 737.00000000 NS USD 10391.70000000 0.007599667515 Long EC CORP PR N 1 N N N Daktronics, Inc. N/A 234264109 1192.00000000 NS USD 5876.56000000 0.004297651215 Long EC CORP US N 1 N N N American National Bankshares, Inc. 5493001AQ734BV16EM88 027745108 473.00000000 NS USD 11304.70000000 0.008267363507 Long EC CORP US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 5645.00000000 NS USD 151060.20000000 0.110473483150 Long EC CORP US N 1 N N N Flushing Financial Corp. N/A 343873105 869.00000000 NS USD 11609.84000000 0.008490518770 Long EC CORP US N 1 N N N Health Catalyst, Inc. N/A 42225T107 89.00000000 NS USD 2327.35000000 0.001702039723 Long EC CORP US N 1 N N N Codorus Valley Bancorp, Inc. N/A 192025104 484.00000000 NS USD 7792.40000000 0.005698745070 Long EC CORP US N 1 N N N Hilltop Holdings, Inc. 54930010TA543US0PM65 432748101 2420.00000000 NS USD 36590.40000000 0.026759324679 Long EC CORP US N 1 N N N Ennis, Inc. N/A 293389102 821.00000000 NS USD 15418.38000000 0.011275783714 Long EC CORP US N 1 N N N Delek US Holdings, Inc. 5493003O53JMENV1N385 24665A103 2573.00000000 NS USD 40550.48000000 0.029655413994 Long EC CORP US N 1 N N N Flexsteel Industries, Inc. N/A 339382103 256.00000000 NS USD 2805.76000000 0.002051910960 Long EC CORP US N 1 N N N Marchex, Inc. N/A 56624R108 1188.00000000 NS USD 1722.60000000 0.001259773402 Long EC CORP US N 1 N N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 302301106 1549.00000000 NS USD 6459.33000000 0.004723843103 Long EC CORP US N 1 N N N Carter's, Inc. 5299003WAQK4R3L3ZU36 146229109 5335.00000000 NS USD 350669.55000000 0.256451974930 Long EC CORP US N 1 N N N Mercury General Corp. 5493001Q9EXPCEL4W527 589400100 897.00000000 NS USD 36525.84000000 0.026712110600 Long EC CORP US N 1 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899101 10371.00000000 NS USD 40965.45000000 0.029958890232 Long EC CORP US N 1 N N 1st Source Corp. N/A 336901103 533.00000000 NS USD 17285.19000000 0.012641020905 Long EC CORP US N 1 N N N Ready Capital Corp. 549300MYWGZUG7ZUYO87 75574U101 1194.00000000 NS USD 8620.68000000 0.006304483555 Long EC CORP US N 1 N N N Thermon Group Holdings, Inc. 529900ZNZBBLDE77MZ38 88362T103 988.00000000 NS USD 14889.16000000 0.010888754062 Long EC CORP US N 1 N N N Forestar Group, Inc. 549300BC2UB0GHV60V70 346232101 541.00000000 NS USD 5599.35000000 0.004094921745 Long EC CORP US N 1 N N N Equity Commonwealth 549300YPGVU9PR4L0606 294628102 4124.00000000 NS USD 130772.04000000 0.095636327487 Long EC CORP US N 1 N N N Penns Woods Bancorp, Inc. N/A 708430103 365.00000000 NS USD 8869.50000000 0.006486450824 Long EC CORP US N 1 N N N Fidelity D&D Bancorp, Inc. N/A 31609R100 60.00000000 NS USD 3061.20000000 0.002238719574 Long EC CORP US N 1 N N PotlatchDeltic Corp. 54930084YA8UJOTXDM59 737630103 2259.00000000 NS USD 70910.01000000 0.051857973145 Long EC CORP US N 1 N N N Methode Electronics, Inc. 529900VM413LGLUS3F07 591520200 1273.00000000 NS USD 33645.39000000 0.024605577281 Long EC CORP US N 1 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 85208M102 2206.00000000 NS USD 41009.54000000 0.029991134171 Long EC CORP US N 1 N N N Century Casinos, Inc. 549300H2L4Y24HXY7M50 156492100 886.00000000 NS USD 2135.26000000 0.001561560289 Long EC CORP US N 1 N N N ImmunoGen, Inc. 54930084U0R1OP766Y02 45253H101 2660.00000000 NS USD 9070.60000000 0.006633519459 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 55616P104 10613.00000000 NS USD 52109.83000000 0.038109008372 Long EC CORP US N 1 N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670G102 7413.00000000 NS USD 301709.10000000 0.220646174010 Long EC CORP US N 1 N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233W109 8532.00000000 NS USD 116632.44000000 0.085295742327 Long EC CORP US N 1 N N N Altisource Portfolio Solutions SA N/A N/A 197.00000000 NS USD 1510.99000000 0.001105018584 Long EC CORP LU N 1 N N N KBR, Inc. 254900OFQDXZRKRCV808 48242W106 4821.00000000 NS USD 99698.28000000 0.072911437001 Long EC CORP US N 1 N N N Landec Corp. 549300EHBZ5OM9ND9O43 514766104 872.00000000 NS USD 7577.68000000 0.005541715844 Long EC CORP US N 1 N N N Lannett Co., Inc. 5299001DJ6C90XX17G45 516012101 1042.00000000 NS USD 7241.90000000 0.005296152908 Long EC CORP US N 1 N N KVH Industries, Inc. N/A 482738101 483.00000000 NS USD 4554.69000000 0.003330940042 Long EC CORP US N 1 N N N International Game Technology plc 549300UQ6KHRCZDRGZ76 N/A 3431.00000000 NS USD 20414.45000000 0.014929514181 Long EC CORP GB N 1 N N NOW, Inc. 549300AVH5SOCFVVDW91 67011P100 3801.00000000 NS USD 19613.16000000 0.014343514047 Long EC CORP US N 1 N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235P108 1786.00000000 NS USD 149345.32000000 0.109219355546 Long EC CORP US N 1 N N N Infinera Corp. 549300ZOF66WPV3H0H17 45667G103 6190.00000000 NS USD 32807.00000000 0.023992445142 Long EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 5219.00000000 NS USD 261367.52000000 0.191143532954 Long EC CORP US N 1 N N N First Solar, Inc. 549300NPYMLM4NHTOF27 336433107 2787.00000000 NS USD 100499.22000000 0.073497181172 Long EC CORP US N 1 N N N Landstar System, Inc. 254900CUQXQRL09MEI52 515098101 123.00000000 NS USD 11790.78000000 0.008622843976 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -1139.83000000 -0.00083358151 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21460.36000000 GBP 25556.11000000 USD 2020-06-30 -1139.83000000 N N N Intrepid Potash, Inc. 549300OZ696E2PRRTO45 46121Y102 2861.00000000 NS USD 2288.80000000 0.001673847302 Long EC CORP US N 1 N N N MainStreet Bancshares, Inc. 549300FHZZP7SP56TS88 56064Y100 242.00000000 NS USD 4055.92000000 0.002966179111 Long EC CORP US N 1 N N N Menlo Therapeutics, Inc. N/A 586858102 2000.00000000 NS USD 5360.00000000 0.003919880085 Long EC CORP US N 1 N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X101 2710.00000000 NS USD 116801.00000000 0.085419013780 Long EC CORP US N 1 N N N NVE Corp. 5299003C1ATTWX8X0112 629445206 16.00000000 NS USD 832.48000000 0.000608810032 Long EC CORP US N 1 N N N Triton International Ltd. N/A N/A 1850.00000000 NS USD 47859.50000000 0.035000653162 Long EC CORP BM N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446104 17458.00000000 NS USD 1448490.26000000 1.059311217197 Long EC CORP US N 1 N N N Covenant Transportation Group, Inc. N/A 22284P105 414.00000000 NS USD 3589.38000000 0.002624988653 Long EC CORP US N 1 N N N MDU Resources Group, Inc. 0T6SBMK3JTBI1JR36794 552690109 6830.00000000 NS USD 146845.00000000 0.107390819244 Long EC CORP US N 1 N N N Cross Country Healthcare, Inc. 54930037L0NBIPZ5S663 227483104 1005.00000000 NS USD 6773.70000000 0.004953748458 Long EC CORP US N 1 N N N SP Plus Corp. 0IDE18EMH1CUKQCUYE69 78469C103 813.00000000 NS USD 16869.75000000 0.012337200946 Long EC CORP US N 1 N N N Northern Oil and Gas, Inc. OKFF0PIZDDMNH4UCYE51 665531109 10121.00000000 NS USD 6711.24000000 0.004908070153 Long EC CORP US N 1 N N Taubman Centers, Inc. N/A 876664103 2004.00000000 NS USD 83927.52000000 0.061377950423 Long EC CORP US N 1 N N N Moog, Inc. 549300WM2I4U7OBAHG07 615394202 138.00000000 NS USD 6973.14000000 0.005099603100 Long EC CORP US N 1 N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652100 3380.00000000 NS USD 26330.20000000 0.019255825863 Long EC CORP US N 1 N N N Select Bancorp, Inc. N/A 81617L108 453.00000000 NS USD 3456.39000000 0.002527730285 Long EC CORP US N 1 N N N Axos Financial, Inc. 529900D8M56422GK9O25 05465C100 679.00000000 NS USD 12310.27000000 0.009002757876 Long EC CORP US N 1 N N N Neenah, Inc. 8SR38IKUT3O1F1I6VH65 640079109 104.00000000 NS USD 4485.52000000 0.003280354574 Long EC CORP US N 1 N N N Renasant Corp. 549300OVE6OZHW2UUH81 75970E107 1956.00000000 NS USD 42719.04000000 0.031241327269 Long EC CORP US N 1 N N N Home BancShares, Inc. N/A 436893200 5432.00000000 NS USD 65129.68000000 0.047630696941 Long EC CORP US N 1 N N N CubeSmart LP N/A 229663109 44317.00000000 NS USD 1187252.43000000 0.868262529251 Long EC CORP US N 1 N N N Reata Pharmaceuticals, Inc. 5299005F094GH9QDDD80 75615P103 448.00000000 NS USD 64664.32000000 0.047290369441 Long EC CORP US N 1 N N N Kemper Corp. 549300FNI1JKTRY2PV09 488401100 1758.00000000 NS USD 130742.46000000 0.095614695014 Long EC CORP US N 1 N N N Apyx Medical Corp. 5299009QZVYUYO082S45 03837C106 940.00000000 NS USD 3374.60000000 0.002467915547 Long EC CORP US N 1 N N N Dine Brands Global, Inc. 529900HKM8OWSHLKJY75 254423106 216.00000000 NS USD 6194.88000000 0.004530445288 Long EC CORP US N 1 N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272104 3719.00000000 NS USD 212354.90000000 0.155299579022 Long EC CORP US N 1 N N N Enterprise Financial Services Corp. 5493001XTU5DLD632129 293712105 887.00000000 NS USD 24756.17000000 0.018104704808 Long EC CORP US N 1 N N N NACCO Industries, Inc. N/A 629579103 132.00000000 NS USD 3693.36000000 0.002701031401 Long EC CORP US N 1 N N N Ethan Allen Interiors, Inc. N/A 297602104 761.00000000 NS USD 7777.42000000 0.005687789883 Long EC CORP US N 1 N N N Eagle Bancorp, Inc. 549300B47NZODRMG3D47 268948106 984.00000000 NS USD 29726.64000000 0.021739713459 Long EC CORP US N 1 N N N Cooper Tire & Rubber Co. DE46ECQ8KH195MRIQN56 216831107 1648.00000000 NS USD 26862.40000000 0.019645034852 Long EC CORP US N 1 N N N FB Financial Corp. 5493000B2LD2C2A6C435 30257X104 466.00000000 NS USD 9189.52000000 0.006720488142 Long EC CORP US N 1 N N N GCI Liberty, Inc. N/A 36164V305 3372.00000000 NS USD 192102.84000000 0.140488824044 Long EC CORP US N 1 N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043101 8222.00000000 NS USD 81644.46000000 0.059708300903 Long EC CORP US N 1 N N N First Community Bankshares, Inc. N/A 31983A103 577.00000000 NS USD 13444.10000000 0.009831951465 Long EC CORP US N 1 N N N CoreSite Realty Corp. 549300H0YYORITFM2B74 21870Q105 290.00000000 NS USD 33611.00000000 0.024580427155 Long EC CORP US N 1 N N N Newpark Resources, Inc. 54930073OHWDQW4DJN26 651718504 2855.00000000 NS USD 2560.94000000 0.001872868975 Long EC CORP US N 1 N N N ESSA Bancorp, Inc. N/A 29667D104 305.00000000 NS USD 4163.25000000 0.003044671784 Long EC CORP US N 1 N N N O-I Glass, Inc. N/A 67098H104 5391.00000000 NS USD 38330.01000000 0.028031537849 Long EC CORP US N 1 N N N 1st Constitution Bancorp N/A 31986N102 307.00000000 NS USD 4067.75000000 0.002974830637 Long EC CORP US N 1 N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272W109 2195.00000000 NS USD 66398.75000000 0.048558794370 Long EC CORP US N 1 N N Johnson Outdoors, Inc. N/A 479167108 64.00000000 NS USD 4012.80000000 0.002934644553 Long EC CORP US N 1 N N N Capitol Federal Financial, Inc. N/A 14057J101 34976.00000000 NS USD 406071.36000000 0.296968477116 Long EC CORP US N 1 N N N Craft Brew Alliance, Inc. JJD4WAP2U5KDLYQQGZ83 224122101 365.00000000 NS USD 5438.50000000 0.003977288777 Long EC CORP US N 1 N N CBL & Associates Properties, Inc. 529900EIVFBRS4PUBZ13 124830100 5647.00000000 NS USD 1129.96000000 0.000826363377 Long EC CORP US N 1 N N GAIN Capital Holdings, Inc. 5493003NZPPKMB17WX19 36268W100 650.00000000 NS USD 3627.00000000 0.002652500945 Long EC CORP US N 1 N N Brinker International, Inc. 52990067JY6PBGJNTG76 109641100 282.00000000 NS USD 3386.82000000 0.002476852289 Long EC CORP US N 1 N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 2816.00000000 NS USD 105008.64000000 0.076795014316 Long EC CORP US N 1 N N N Franklin Financial Services Corp. N/A 353525108 143.00000000 NS USD 3925.35000000 0.002870690539 Long EC CORP US N 1 N N N California Water Service Group 529900QABDOBU6UVRQ36 130788102 94.00000000 NS USD 4730.08000000 0.003459206416 Long EC CORP US N 1 N N N Neon Therapeutics, Inc. 5493002CE5QX7NT6VT20 64050Y100 528.00000000 NS USD 1393.92000000 0.001019402844 Long EC CORP US N 1 N N M/I Homes, Inc. 5299005M71FH9CCSFB69 55305B101 894.00000000 NS USD 14777.82000000 0.010807328791 Long EC CORP US N 1 N N N PCB Bancorp 549300E5CI0LZ8Q25890 69320M109 413.00000000 NS USD 4039.14000000 0.002953907546 Long EC CORP US N 1 N N N Applied Therapeutics, Inc. 549300KL3IJPHZM2GR04 03828A101 56.00000000 NS USD 1830.64000000 0.001338785313 Long EC CORP US N 1 N N Rafael Holdings, Inc. N/A 75062E106 340.00000000 NS USD 4355.40000000 0.003185195097 Long EC CORP US N 1 N N N Saia, Inc. 549300WNPG4N9GBOYB29 78709Y105 361.00000000 NS USD 26547.94000000 0.019415063678 Long EC CORP US N 1 N N N RTW RetailWinds, Inc. N/A 74980D100 436.00000000 NS USD 91.60000000 0.000066988995 Long EC CORP US N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 552848103 11797.00000000 NS USD 74910.95000000 0.054783944233 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 3692.00000000 NS USD 143286.52000000 0.104788428407 Long EC CORP US N 1 N N N Red Rock Resorts, Inc. N/A 75700L108 57276.00000000 NS USD 489709.80000000 0.358135017291 Long EC CORP US N 1 N N N Atreca, Inc. 549300B5CQV1OOXFLU71 04965G109 119.00000000 NS USD 1969.45000000 0.001440299969 Long EC CORP US N 1 N N Photronics, Inc. 549300OK5JVNIBNY6F63 719405102 2048.00000000 NS USD 21012.48000000 0.015366866025 Long EC CORP US N 1 N N N Echo Global Logistics, Inc. N/A 27875T101 883.00000000 NS USD 15081.64000000 0.011029518711 Long EC CORP US N 1 N N N Belden, Inc. 68BKYO1JC791TTJHUE82 077454106 1371.00000000 NS USD 49465.68000000 0.036175286184 Long EC CORP US N 1 N N N Calamos Asset Management, Inc. N/A 128ESC019 819.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 1322.00000000 NS USD 122906.34000000 0.089883976594 Long EC CORP US N 1 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 912909108 5947.00000000 NS USD 37525.57000000 0.027443234055 Long EC CORP US N 1 N N Eagle Bulk Shipping, Inc. 549300EC4INNZBWR8W37 N/A 1162.00000000 NS USD 2149.70000000 0.001572120563 Long EC CORP MH N 1 N N N Peoples Financial Services Corp. N/A 711040105 301.00000000 NS USD 11961.74000000 0.008747870599 Long EC CORP US N 1 N N N REV Group, Inc. 549300SRD0SIG5ZZ3X20 749527107 721.00000000 NS USD 3006.57000000 0.002198767512 Long EC CORP US N 1 N N N Universal Electronics, Inc. 549300ZW9EULAR7T6F89 913483103 45.00000000 NS USD 1726.65000000 0.001262735251 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -575.95000000 -0.00042120427 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 39454.90000000 CAD 27484.17000000 USD 2020-06-30 -575.95000000 N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389B100 9600.00000000 NS USD 578880.00000000 0.423347049231 Long EC CORP US N 1 N N N Transcontinental Realty Investors, Inc. 549300A8Z1XO0M0QRS82 893617209 51.00000000 NS USD 1046.01000000 0.000764968986 Long EC CORP US N 1 N N TFS Financial Corp. N/A 87240R107 1741.00000000 NS USD 26585.07000000 0.019442217623 Long EC CORP US N 1 N N N Dril-Quip, Inc. 5299007REICYIJNMW197 262037104 1290.00000000 NS USD 39345.00000000 0.028773821261 Long EC CORP US N 1 N N N WNS Holdings Ltd. 529900RM7QHUD3W9DM42 92932M101 8180.00000000 NS USD 351576.40000000 0.257115173298 Long EC CORP JE N 1 N N N Watford Holdings Ltd. 549300MO8DIJLRKMF459 N/A 591.00000000 NS USD 8658.15000000 0.006331886149 Long EC CORP BM N 1 N N N UFP Technologies, Inc. 549300RJ8LY41HS70C91 902673102 208.00000000 NS USD 7922.72000000 0.005794050811 Long EC CORP US N 1 N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008R107 267.00000000 NS USD 3265.41000000 0.002388062617 Long EC CORP US N 1 N N N VICI Properties, Inc. 254900RKH6RY9KCJQH63 925652109 15848.00000000 NS USD 263710.72000000 0.192857164114 Long EC CORP US N 1 N N Alnylam Pharmaceuticals, Inc. 529900S3ZI14OWRJII50 02043Q107 606.00000000 NS USD 65963.10000000 0.048240194415 Long EC CORP US N 1 N N N Red Robin Gourmet Burgers, Inc. 529900V6NUMBYX34LV46 75689M101 396.00000000 NS USD 3373.92000000 0.002467418249 Long EC CORP US N 1 N N N/A N/A N/A 1.00000000 NC N/A 60.56000000 0.000044288794 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 13499.25000000 CAD 9661.16000000 USD 2020-06-30 60.56000000 N N N Nabors Industries Ltd. N/A N/A 11201.00000000 NS USD 4369.51000000 0.003195514035 Long EC CORP BM N 1 N N Golar LNG Ltd. 213800C2VSFZG3EZLO34 N/A 2898.00000000 NS USD 22836.24000000 0.016700619851 Long EC CORP BM N 1 N N Ares Commercial Real Estate Corp. 549300ZNO5IWXS443S81 04013V108 967.00000000 NS USD 6759.33000000 0.004943239376 Long EC CORP US N 1 N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 2154.00000000 NS USD 101776.50000000 0.074431282746 Long EC CORP US N 1 N N N Vista Outdoor, Inc. 549300QI2D33ESTJLN81 928377100 1846.00000000 NS USD 16244.80000000 0.011880161942 Long EC CORP US N 1 N N N National Energy Services Reunited Corp. N/A N/A 793.00000000 NS USD 4028.44000000 0.002946082412 Long EC CORP VG N 1 N N Safe Bulkers, Inc. 549300V6ZM2HJJYQQO85 N/A 1827.00000000 NS USD 2174.13000000 0.001589986733 Long EC CORP MH N 1 N N N Apartment Investment & Management Co. 549300O8FT5GJ4RU1D57 03748R754 5065.00000000 NS USD 178034.75000000 0.130200535643 Long EC CORP US N 1 N N N Metrocity Bankshares, Inc. 549300TC6QB7YG0P6F52 59165J105 509.00000000 NS USD 5975.66000000 0.004370125117 Long EC CORP US N 1 N N Applied Optoelectronics, Inc. 529900I8U6Q5SYDNLT48 03823U102 640.00000000 NS USD 4857.60000000 0.003552464459 Long EC CORP US N 1 N N Prudential Bancorp, Inc. N/A 74431A101 359.00000000 NS USD 5313.20000000 0.003885654266 Long EC CORP US N 1 N N N Twin Disc, Inc. 549300FR8EHCY14BLP32 901476101 328.00000000 NS USD 2289.44000000 0.001674315347 Long EC CORP US N 1 N N N Aprea Therapeutics, Inc. N/A 03836J102 46.00000000 NS USD 1598.96000000 0.001169352884 Long EC CORP US N 1 N N N Skechers U.S.A., Inc. 529900D2R54KZPA4XR56 830566105 2880.00000000 NS USD 68371.20000000 0.050001288302 Long EC CORP US N 1 N N N Preformed Line Products Co. 549300EYH53XDJID2098 740444104 176.00000000 NS USD 8770.08000000 0.006413742899 Long EC CORP US N 1 N N N AXT, Inc. 549300M2142IVLVIJN37 00246W103 1323.00000000 NS USD 4246.83000000 0.003105795586 Long EC CORP US N 1 N N N SecureWorks Corp. N/A 81374A105 256.00000000 NS USD 2946.56000000 0.002154880944 Long EC CORP US N 1 N N N American Software, Inc. N/A 029683109 680.00000000 NS USD 9662.80000000 0.007066607703 Long EC CORP US N 1 N N N Titan Machinery, Inc. 549300835ZM8G0BT5C94 88830R101 598.00000000 NS USD 5196.62000000 0.003800396874 Long EC CORP US N 1 N N N Armstrong Flooring, Inc. 549300GBU3OBQ2CBLJ59 04238R106 697.00000000 NS USD 996.71000000 0.000728914865 Long EC CORP US N 1 N N N Aclaris Therapeutics, Inc. 5493000B2LQ9QTW1DF52 00461U105 1063.00000000 NS USD 1105.52000000 0.000808489894 Long EC CORP US N 1 N N Allegiant Travel Co. 549300JM9OZXOHWL2K18 01748X102 6193.00000000 NS USD 506587.40000000 0.370477959106 Long EC CORP US N 1 N N N 2020-04-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX