NPORT-P
false
0001064046
XXXXXXXX
S000003740
C000010409
Rydex Variable Trust
811-08821
0001064046
549300LJH0YR8RY3N305
702 King Farm Blvd., Suite 200
Rockville
20850
301-296-5100
S&P SmallCap 600 Pure Value Fund
S000003740
549300MNA0D17ME2RY11
2021-12-31
2021-03-31
N
22270998.50
44147.84
22226850.66
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
3540.00000000
NS
USD
209107.80000000
0.940789152717
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
8176.00000000
NS
USD
246424.64000000
1.108679964469
Long
EC
CORP
US
N
1
N
N
N
Seneca Foods Corp
N/A
Seneca Foods Corp.
817070501
4846.00000000
NS
USD
228198.14000000
1.026677793857
Long
EC
CORP
US
N
1
N
N
N
US Concrete Inc
549300J94Q38BL8BMH45
US Concrete, Inc.
90333L201
3485.00000000
NS
USD
255520.20000000
1.149601461352
Long
EC
CORP
US
N
1
N
N
N
NOW Inc
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
7705.00000000
NS
USD
77743.45000000
0.349772674452
Long
EC
CORP
US
N
1
N
N
N
United Insurance Holdings Corp
5299002P9105LJQA8G51
United Insurance Holdings Corp.
910710102
20850.00000000
NS
USD
150328.50000000
0.676337382652
Long
EC
CORP
US
N
1
N
N
N
Boston Private Financial Holdi
9LC5YYBM83TLRL460X73
Boston Private Financial Holdings, Inc.
101119105
11050.00000000
NS
USD
147186.00000000
0.662199077374
Long
EC
CORP
US
N
1
N
N
N
PennyMac Mortgage Investment T
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
3860.00000000
NS
USD
75656.00000000
0.340381105525
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
4680.00000000
NS
USD
112320.00000000
0.505334749030
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp.
404251100
1480.00000000
NS
USD
58548.80000000
0.263414736057
Long
EC
CORP
US
N
1
N
N
N
BM Technologies Inc
N/A
BM Technologies, Inc.
05591L107
137.00000000
NS
USD
1596.05000000
0.007180729399
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp
680033107
3348.00000000
NS
USD
64750.32000000
0.291315764839
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial C
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp.
319829107
5870.00000000
NS
USD
84351.90000000
0.379504506915
Long
EC
CORP
US
N
1
N
N
N
Northfield Bancorp Inc
N/A
Northfield Bancorp, Inc.
66611T108
5760.00000000
NS
USD
91699.20000000
0.412560472028
Long
EC
CORP
US
N
1
N
N
N
Oil States International Inc
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
11079.00000000
NS
USD
66806.37000000
0.300566063190
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
2354.00000000
NS
USD
40324.02000000
0.181420303833
Long
EC
CORP
US
N
1
N
N
N
Sonic Automotive Inc
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545G102
1995.00000000
NS
USD
98892.15000000
0.444922006777
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
3265.00000000
NS
USD
229758.05000000
1.033695927122
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings Inc
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
2080.00000000
NS
USD
68057.60000000
0.306195425708
Long
EC
CORP
US
N
1
N
N
N
Waddell & Reed Financial Inc
549300DZMO2208Z36F25
Waddell & Reed Financial, Inc.
930059100
2040.00000000
NS
USD
51102.00000000
0.229911114182
Long
EC
CORP
US
N
1
N
N
N
Comtech Telecommunications Cor
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
5470.00000000
NS
USD
135874.80000000
0.611309276687
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival, Inc.
824889109
2017.00000000
NS
USD
124811.96000000
0.561536863270
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
1789.00000000
NS
USD
77302.69000000
0.347789667472
Long
EC
CORP
US
N
1
N
N
N
Nabors Industries Ltd
N/A
Nabors Industries Ltd.
N/A
825.00000000
NS
USD
77096.25000000
0.346860880919
Long
EC
CORP
US
N
1
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436104
760.00000000
NS
USD
149340.00000000
0.671890058940
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
11709.00000000
NS
USD
344830.05000000
1.551412097353
Long
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials In
54930053QJ7OUGZG4F72
Rayonier Advanced Materials, Inc.
75508B104
18757.00000000
NS
USD
170125.99000000
0.765407536147
Long
EC
CORP
US
N
1
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
2479.00000000
NS
USD
126453.79000000
0.568923559771
Long
EC
CORP
US
N
1
N
N
N
Bed Bath & Beyond Inc
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896100
5444.00000000
NS
USD
158692.60000000
0.713967994960
Long
EC
CORP
US
N
1
N
N
N
TrueBlue Inc
N/A
TrueBlue, Inc.
89785X101
3218.00000000
NS
USD
70860.36000000
0.318805219344
Long
EC
CORP
US
N
1
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp, Inc.
46146L101
9001.00000000
NS
USD
132224.69000000
0.594887202072
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
4200.00000000
NS
USD
112056.00000000
0.504146996414
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285103
4000.00000000
NS
USD
164600.00000000
0.740545759351
Long
EC
CORP
US
N
1
N
N
N
Allegiance Bancshares Inc
N/A
Allegiance Bancshares, Inc.
01748H107
1690.00000000
NS
USD
68512.60000000
0.308242499344
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares Inc
N/A
Dime Community Bancshares, Inc.
25432X102
4330.00000000
NS
USD
130506.20000000
0.587155607406
Long
EC
CORP
US
N
1
N
N
N
Michaels Cos Inc/The
549300H9LWMBP7HYLR98
Michaels Companies, Inc.
59408Q106
5525.00000000
NS
USD
121218.50000000
0.545369660570
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
3337.00000000
NS
USD
193479.26000000
0.870475367651
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Ho
529900F6S64KOO8CXH48
Consolidated Communications Holdings, Inc.
209034107
32419.00000000
NS
USD
233416.80000000
1.050156873641
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
Assured Guaranty Ltd.
N/A
2562.00000000
NS
USD
108321.36000000
0.487344616009
Long
EC
CORP
US
N
1
N
N
N
Matthews International Corp
549300ZVC5O0ATML6U61
Matthews International Corp.
577128101
1850.00000000
NS
USD
73167.50000000
0.329185187407
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp.
292562105
1080.00000000
NS
USD
72500.40000000
0.326183862522
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
3055.00000000
NS
USD
122902.65000000
0.552946757415
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
1596.00000000
NS
USD
83805.96000000
0.377048288495
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp.
913456109
2727.00000000
NS
USD
160865.73000000
0.723745043599
Long
EC
CORP
US
N
1
N
N
N
Barnes & Noble Education Inc
549300JQGDS5THBPED41
Barnes & Noble Education, Inc.
06777U101
17526.00000000
NS
USD
142661.64000000
0.641843696987
Long
EC
CORP
US
N
1
N
N
N
First Midwest Bancorp Inc/IL
7XRS7ORI584PF41IVU88
First Midwest Bancorp, Inc.
320867104
5330.00000000
NS
USD
116780.30000000
0.525401919445
Long
EC
CORP
US
N
1
N
N
N
Powell Industries Inc
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
4761.00000000
NS
USD
161255.07000000
0.725496708763
Long
EC
CORP
US
N
1
N
N
N
PC Connection Inc
5299005WPRNIXDV2KM73
PC Connection, Inc.
69318J100
2150.00000000
NS
USD
99738.50000000
0.448729788694
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Lif
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
4541.00000000
NS
USD
143177.73000000
0.644165618378
Long
EC
CORP
US
N
1
N
N
N
Allegheny Technologies Inc
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
3960.00000000
NS
USD
83397.60000000
0.375211051154
Long
EC
CORP
US
N
1
N
N
N
Spok Holdings Inc
549300HXXANIVN2ICC89
Spok Holdings, Inc.
84863T106
7612.00000000
NS
USD
79849.88000000
0.359249635593
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group Inc
N/A
Independent Bank Group, Inc.
45384B106
690.00000000
NS
USD
49845.60000000
0.224258491508
Long
EC
CORP
US
N
1
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
5480.00000000
NS
USD
53156.00000000
0.239152189453
Long
EC
CORP
US
N
1
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871N101
26678.00000000
NS
USD
241435.90000000
1.086235309235
Long
EC
CORP
US
N
1
N
N
N
First BanCorp/Puerto Rico
N/A
First BanCorp
318672706
7720.00000000
NS
USD
86927.20000000
0.391090943695
Long
EC
CORP
US
N
1
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
5271.00000000
NS
USD
148905.75000000
0.669936340859
Long
EC
CORP
US
N
1
N
N
N
Ready Capital Corp
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
5712.00000000
NS
USD
76655.04000000
0.344875849361
Long
EC
CORP
US
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
500.00000000
NS
USD
49820.00000000
0.224143315497
Long
EC
CORP
US
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
1325.00000000
NS
USD
54457.50000000
0.245007719865
Long
EC
CORP
US
N
1
N
N
N
ODP Corp/The
N/A
ODP Corp.
88337F105
5089.00000000
NS
USD
220302.81000000
0.991156207282
Long
EC
CORP
US
N
1
N
N
N
Invacare Corp
549300NNUTG7HCZICS76
Invacare Corp.
461203101
14892.00000000
NS
USD
119433.84000000
0.537340362910
Long
EC
CORP
US
N
1
N
N
N
SkyWest Inc
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
1950.00000000
NS
USD
106236.00000000
0.477962450124
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
5720.00000000
NS
USD
115143.60000000
0.518038303137
Long
EC
CORP
US
N
1
N
N
N
Haynes International Inc
549300I9MS5UZLRFDO40
Haynes International, Inc.
420877201
4234.00000000
NS
USD
125622.78000000
0.565184793480
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co.
847215100
10690.00000000
NS
USD
209844.70000000
0.944104512195
Long
EC
CORP
US
N
1
N
N
N
HomeStreet Inc
N/A
HomeStreet, Inc.
43785V102
1440.00000000
NS
USD
63460.80000000
0.285514133201
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings, Inc.
50060P106
4460.00000000
NS
USD
155029.60000000
0.697487927423
Long
EC
CORP
US
N
1
N
N
N
Clearwater Paper Corp
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538R103
4574.00000000
NS
USD
172073.88000000
0.774171215851
Long
EC
CORP
US
N
1
N
N
N
Mercer International Inc
549300Z5IAG39VRTY874
Mercer International, Inc.
588056101
12740.00000000
NS
USD
183328.60000000
0.824806909464
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
3390.00000000
NS
USD
76681.80000000
0.344996244285
Long
EC
CORP
US
N
1
N
N
N
Universal Insurance Holdings I
529900GGAZ6WVUCWQM46
Universal Insurance Holdings, Inc.
91359V107
10100.00000000
NS
USD
144834.00000000
0.651617281348
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
2920.00000000
NS
USD
115632.00000000
0.520235645475
Long
EC
CORP
US
N
1
N
N
N
EW Scripps Co/The
549300U1OW41QPKYW028
EW Scripps Co.
811054402
7420.00000000
NS
USD
142983.40000000
0.643291315477
Long
EC
CORP
US
N
1
N
N
N
Unifi Inc
549300MW5LPO0M2LNO04
Unifi, Inc.
904677200
5459.00000000
NS
USD
150450.04000000
0.676884198762
Long
EC
CORP
US
N
1
N
N
N
Daktronics Inc
549300IOLZ3SG5YUJ288
Daktronics, Inc.
234264109
33505.00000000
NS
USD
210076.35000000
0.945146720124
Long
EC
CORP
US
N
1
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
6710.00000000
NS
USD
182310.70000000
0.820227313301
Long
EC
CORP
US
N
1
N
N
N
Cato Corp/The
529900R4SJUY7GCUU865
Cato Corp.
149205106
15838.00000000
NS
USD
190056.00000000
0.855073905463
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
3680.00000000
NS
USD
130566.40000000
0.587426450995
Long
EC
CORP
US
N
1
N
N
N
Motorcar Parts of America Inc
549300AG4610OSV3H429
Motorcar Parts of America, Inc.
620071100
2640.00000000
NS
USD
59400.00000000
0.267244338429
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
10067.00000000
NS
USD
164796.79000000
0.741431129946
Long
EC
CORP
US
N
1
N
N
N
Cooper Tire & Rubber Co
DE46ECQ8KH195MRIQN56
Cooper Tire & Rubber Co.
216831107
1551.00000000
NS
USD
86824.98000000
0.390631049482
Long
EC
CORP
US
N
1
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Company, Inc.
218681104
3386.00000000
NS
USD
131004.34000000
0.589396770617
Long
EC
CORP
US
N
1
N
N
N
MTS Systems Corp
549300E7ZL4ZDETLML64
MTS Systems Corp.
553777103
910.00000000
NS
USD
52962.00000000
0.238279371244
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
2626.00000000
NS
USD
157113.58000000
0.706863884602
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings Inc
N/A
Employers Holdings, Inc.
292218104
3360.00000000
NS
USD
144681.60000000
0.650931624156
Long
EC
CORP
US
N
1
N
N
N
Glatfelter Corp
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
2560.00000000
NS
USD
43904.00000000
0.197526859165
Long
EC
CORP
US
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
10030.00000000
NS
USD
271512.10000000
1.221550025927
Long
EC
CORP
US
N
1
N
N
N
Atlas Air Worldwide Holdings I
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings, Inc.
049164205
2239.00000000
NS
USD
135325.16000000
0.608836411734
Long
EC
CORP
US
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass, Inc.
67098H104
10630.00000000
NS
USD
156686.20000000
0.704941075084
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
4760.00000000
NS
USD
196968.80000000
0.886175027731
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services I
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
4450.00000000
NS
USD
99146.00000000
0.446064093904
Long
EC
CORP
US
N
1
N
N
N
AAR Corp
MP76T5YQX3YK5VVAQ802
AAR Corp.
000361105
3250.00000000
NS
USD
135362.50000000
0.609004406744
Long
EC
CORP
US
N
1
N
N
N
Conn's Inc
529900K9HOACKOJJT953
Conn's, Inc.
208242107
14998.00000000
NS
USD
291711.10000000
1.312426598181
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co.
252784301
4590.00000000
NS
USD
47277.00000000
0.212702198449
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
4040.00000000
NS
USD
56438.80000000
0.253921713261
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy Inc
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
29844.00000000
NS
USD
290083.68000000
1.305104733177
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services C
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
2851.00000000
NS
USD
148337.53000000
0.667379883318
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
Simmons First National Corp.
828730200
3908.00000000
NS
USD
115950.36000000
0.521667967152
Long
EC
CORP
US
N
1
N
N
N
US Silica Holdings Inc
529900HOXGPM9F75C193
US Silica Holdings, Inc.
90346E103
9464.00000000
NS
USD
116312.56000000
0.523297527747
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp
N/A
Scholastic Corp.
807066105
5502.00000000
NS
USD
165665.22000000
0.745338251172
Long
EC
CORP
US
N
1
N
N
N
First Bancorp/Southern Pines N
N/A
First Bancorp
318910106
1190.00000000
NS
USD
51765.00000000
0.232893992909
Long
EC
CORP
US
N
1
N
N
N
Kelly Services Inc
N/A
Kelly Services, Inc.
488152208
7534.00000000
NS
USD
167782.18000000
0.754862587446
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
50553.68000000
PA
USD
50553.68000000
0.227444187992
Long
RA
CORP
US
N
2
Repurchase
Y
0.00500000
2021-04-01
49716.40000000
USD
51564.78000000
USD
UST
N
N
N
Veritiv Corp
529900VQARHWQROHAS58
Veritiv Corp.
923454102
10006.00000000
NS
USD
425655.24000000
1.915049714020
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos Inc/The
5493001GAGGFR30BP390
Greenbrier Companies, Inc.
393657101
5625.00000000
NS
USD
265612.50000000
1.195007354226
Long
EC
CORP
US
N
1
N
N
N
Bristow Group Inc
5493005Q24EN3UC1PV68
Bristow Group, Inc.
11040G103
2011.00000000
NS
USD
52044.68000000
0.234152290831
Long
EC
CORP
US
N
1
N
N
N
Granite Construction Inc
549300OM4BWMCIXVCZ39
Granite Construction, Inc.
387328107
5429.00000000
NS
USD
218517.25000000
0.983122860465
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp Inc
N/A
S&T Bancorp, Inc.
783859101
2350.00000000
NS
USD
78725.00000000
0.354188729677
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
5614.00000000
NS
USD
178637.48000000
0.803701265341
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy, Inc.
69318G106
7100.00000000
NS
USD
100465.00000000
0.451998357917
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp.
06652V208
1350.00000000
NS
USD
71995.50000000
0.323912285646
Long
EC
CORP
US
N
1
N
N
N
Tredegar Corp
54930003228ERHCH6K87
Tredegar Corp.
894650100
1710.00000000
NS
USD
25667.10000000
0.115477898297
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
7719.00000000
NS
USD
116248.14000000
0.523007698113
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
6410.00000000
NS
USD
198197.20000000
0.891701676642
Long
EC
CORP
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS, Inc.
36251C103
3580.00000000
NS
USD
149465.00000000
0.672452441807
Long
EC
CORP
US
N
1
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo S.A.
N/A
1116.00000000
NS
USD
71055.72000000
0.319684156279
Long
EC
CORP
US
N
1
N
N
N
Aaron's Co Inc/The
N/A
Aaron's Company, Inc.
00258W108
12130.00000000
NS
USD
311498.40000000
1.401450906225
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare, Inc.
74112D101
1400.00000000
NS
USD
61712.00000000
0.277646171938
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy Inc
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
37748.00000000
NS
USD
264613.48000000
1.190512700371
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Barclays Capital, Inc.
N/A
22984.16000000
PA
USD
22984.16000000
0.103407182383
Long
RA
CORP
US
N
2
Repurchase
Y
0.01000000
2021-04-01
19268.65000000
USD
23443.90000000
USD
UST
N
N
N
Andersons Inc/The
L38MWB8MVRFV7HVJPU11
Andersons, Inc.
034164103
8314.00000000
NS
USD
227637.32000000
1.024154629381
Long
EC
CORP
US
N
1
N
N
N
GEO Group Inc/The
5493003VOR6NTY465495
GEO Group, Inc.
36162J106
14931.00000000
NS
USD
115864.56000000
0.521281947552
Long
EC
CORP
US
N
1
N
N
Lannett Co Inc
5299001DJ6C90XX17G45
Lannett Company, Inc.
516012101
21273.00000000
NS
USD
112321.44000000
0.505341227680
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
1960.00000000
NS
USD
82241.60000000
0.370010134400
Long
EC
CORP
US
N
1
N
N
N
Matrix Service Co
529900VYBKSX6HD2YW58
Matrix Service Co.
576853105
14882.00000000
NS
USD
195103.02000000
0.877780766085
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks, Inc.
00164V103
1680.00000000
NS
USD
89308.80000000
0.401805911985
Long
EC
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
17633.00000000
NS
USD
84285.74000000
0.379206848911
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
1600.00000000
NS
USD
79664.00000000
0.358413349775
Long
EC
CORP
US
N
1
N
N
N
DXP Enterprises Inc/TX
N/A
DXP Enterprises, Inc.
233377407
5481.00000000
NS
USD
165361.77000000
0.743973010524
Long
EC
CORP
US
N
1
N
N
N
Gannett Co Inc
549300JQ2PU0RI3ZBA32
Gannett Company, Inc.
36472T109
14152.00000000
NS
USD
76137.76000000
0.342548574085
Long
EC
CORP
US
N
1
N
N
N
EZCORP Inc
5493003K6PG3ZQ7TUQ63
EZCORP, Inc.
302301106
28644.00000000
NS
USD
142360.68000000
0.640489659005
Long
EC
CORP
US
N
1
N
N
N
Resources Connection Inc
N/A
Resources Connection, Inc.
76122Q105
8170.00000000
NS
USD
110621.80000000
0.497694440351
Long
EC
CORP
US
N
1
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
8540.00000000
NS
USD
97441.40000000
0.438394991222
Long
EC
CORP
US
N
1
N
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp.
566330106
3760.00000000
NS
USD
75162.40000000
0.338160368059
Long
EC
CORP
US
N
1
N
N
N
SEACOR Holdings Inc
549300IQTYSR1SC4II14
SEACOR Holdings, Inc.
811904101
2498.00000000
NS
USD
101793.50000000
0.457975363028
Long
EC
CORP
US
N
1
N
N
N
Talos Energy Inc
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
11110.00000000
NS
USD
133764.40000000
0.601814454266
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
1150.00000000
NS
USD
181458.50000000
0.816393211866
Long
EC
CORP
US
N
1
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
2950.00000000
NS
USD
55961.50000000
0.251774310522
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce Inc
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
7866.00000000
NS
USD
225203.58000000
1.013205079949
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse Inc
2549009L4XYDBRRY6X39
Bel Fuse, Inc.
077347300
11587.00000000
NS
USD
230465.43000000
1.036878474262
Long
EC
CORP
US
N
1
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
35376.00000000
NS
USD
117094.56000000
0.526815794964
Long
EC
CORP
US
N
1
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
3730.00000000
NS
USD
102649.60000000
0.461827010808
Long
EC
CORP
US
N
1
N
N
N
United Fire Group Inc
N/A
United Fire Group, Inc.
910340108
4007.00000000
NS
USD
139443.60000000
0.627365532495
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors, Inc.
297602104
2520.00000000
NS
USD
69577.20000000
0.313032201746
Long
EC
CORP
US
N
1
N
N
N
Penn Virginia Corp
5493003S4AVU6OSXB118
Penn Virginia Corp.
70788V102
4560.00000000
NS
USD
61104.00000000
0.274910741673
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group I
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
32450.00000000
NS
USD
163872.50000000
0.737272691065
Long
EC
CORP
US
N
1
N
N
N
First American Funds
N/A
First American Government Obligations Fund
N/A
247557.00000000
NS
USD
247557.00000000
1.113774523376
Long
STIV
RF
US
N
1
N
N
Cross Country Healthcare Inc
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
9030.00000000
NS
USD
112784.70000000
0.507425463576
Long
EC
CORP
US
N
1
N
N
N
Franklin Street Properties Cor
549300STLK2T6QY5WO82
Franklin Street Properties Corp.
35471R106
14030.00000000
NS
USD
76463.50000000
0.344014098846
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
1150.00000000
NS
USD
61191.50000000
0.275304409680
Long
EC
CORP
US
N
1
N
N
N
Interface Inc
549300VXZWQOIDFPU355
Interface, Inc.
458665304
6790.00000000
NS
USD
84739.20000000
0.381246993990
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises Inc
549300579S7QW8V4IJ60
Apogee Enterprises, Inc.
037598109
3780.00000000
NS
USD
154526.40000000
0.695223998954
Long
EC
CORP
US
N
1
N
N
N
Aegion Corp
549300AG3DVJURRIT691
Aegion Corp.
00770F104
4477.00000000
NS
USD
128713.75000000
0.579091262045
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123X508
4040.00000000
NS
USD
155742.00000000
0.700693059859
Long
EC
CORP
US
N
1
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco, Inc.
371532102
3093.00000000
NS
USD
146917.50000000
0.660991078976
Long
EC
CORP
US
N
1
N
N
N
Hub Group Inc
N/A
Hub Group, Inc.
443320106
1504.00000000
NS
USD
101189.12000000
0.455256219371
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
1650.00000000
NS
USD
157443.00000000
0.708345965914
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
630.00000000
NS
USD
53077.50000000
0.238799013013
Long
EC
CORP
US
N
1
N
N
N
Magellan Health Inc
N/A
Magellan Health, Inc.
559079207
1859.00000000
NS
USD
173333.16000000
0.779836795826
Long
EC
CORP
US
N
1
N
N
N
TimkenSteel Corp
549300QZTZWHDE9HJL14
TimkenSteel Corp.
887399103
10328.00000000
NS
USD
121354.00000000
0.545979283598
Long
EC
CORP
US
N
1
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
N/A
20976.63000000
PA
USD
20976.63000000
0.094375178566
Long
RA
CORP
US
N
2
Repurchase
Y
0.00500000
2021-04-01
21395.86000000
USD
21396.22000000
USD
UST
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
1526.00000000
NS
USD
67067.70000000
0.301741803307
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co
5493000J7LL72TOGT983
Abercrombie & Fitch Co.
002896207
4310.00000000
NS
USD
147876.10000000
0.665303880707
Long
EC
CORP
US
N
1
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp.
75605Y106
10412.00000000
NS
USD
157533.56000000
0.708753401054
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
8270.00000000
NS
USD
163167.10000000
0.734099052069
Long
EC
CORP
US
N
1
N
N
N
AdvanSix Inc
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
6816.00000000
NS
USD
182805.12000000
0.822451739998
Long
EC
CORP
US
N
1
N
N
N
SiriusPoint Ltd
N/A
SiriusPoint Ltd.
N/A
10650.00000000
NS
USD
108310.50000000
0.487295756186
Long
EC
CORP
US
N
1
N
N
N
ScanSource Inc
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
4646.00000000
NS
USD
139147.70000000
0.626034259772
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies Inc
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
8956.00000000
NS
USD
129862.00000000
0.584257311062
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
16650.00000000
NS
USD
168165.00000000
0.756584918720
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp.
75970E107
1867.00000000
NS
USD
77256.46000000
0.347581675792
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp
N/A
ProPetro Holding Corp.
74347M108
19591.00000000
NS
USD
208840.06000000
0.939584573606
Long
EC
CORP
US
N
1
N
N
N
2021-04-30
Rydex Variable Trust
John Sullivan
John Sullivan
CFO
XXXX