M/I Homes, Inc.

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 2021-06-30 N 26635500.67 54863.73 26580636.94 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 3880.00000000 NS USD 227639.60000000 0.856411381389 Long EC CORP US N 1 N N N G-III Apparel Group Ltd 529900O5KABM3R3SFM87 G-III Apparel Group Ltd. 36237H101 8956.00000000 NS USD 294294.16000000 1.107174973512 Long EC CORP US N 1 N N N Seneca Foods Corp N/A Seneca Foods Corp. 817070501 5306.00000000 NS USD 271030.48000000 1.019653820229 Long EC CORP US N 1 N N N Genworth Financial Inc 549300EMCG286BDNKJ33 Genworth Financial, Inc. 37247D106 95830.00000000 NS USD 373737.00000000 1.406049828089 Long EC CORP US N 1 N N N US Concrete Inc 549300J94Q38BL8BMH45 US Concrete, Inc. 90333L201 3815.00000000 NS USD 281547.00000000 1.059218410136 Long EC CORP US N 1 N N N NOW Inc 549300AVH5SOCFVVDW91 NOW, Inc. 67011P100 8435.00000000 NS USD 80048.15000000 0.301152113776 Long EC CORP US N 1 N N N United Insurance Holdings Corp 5299002P9105LJQA8G51 United Insurance Holdings Corp. 910710102 22820.00000000 NS USD 130074.00000000 0.489356219317 Long EC CORP US N 1 N N N Boston Private Financial Holdi 9LC5YYBM83TLRL460X73 Boston Private Financial Holdings, Inc. 101119105 12090.00000000 NS USD 178327.50000000 0.670892501193 Long EC CORP US N 1 N N N PennyMac Mortgage Investment T 549300BSSOQO1ZWDUJ97 PennyMac Mortgage Investment Trust 70931T103 4220.00000000 NS USD 88873.20000000 0.334353161666 Long EC CORP US N 1 N N N First Financial Bancorp 549300D3F5B3EZMY7P77 First Financial Bancorp 320209109 5120.00000000 NS USD 120985.60000000 0.455164412625 Long EC CORP US N 1 N N N HNI Corp 549300SKRADLC4O5HV93 HNI Corp. 404251100 1620.00000000 NS USD 71231.40000000 0.267982291623 Long EC CORP US N 1 N N N BM Technologies Inc N/A BM Technologies, Inc. 05591L107 137.00000000 NS USD 1704.28000000 0.006411734992 Long EC CORP US N 1 N N N Old National Bancorp/IN 549300MMK90CL5KMVX16 Old National Bancorp 680033107 3668.00000000 NS USD 64593.48000000 0.243009526618 Long EC CORP US N 1 N N N First Commonwealth Financial C 549300ZHLQ42NXDETL24 First Commonwealth Financial Corp. 319829107 6430.00000000 NS USD 90470.10000000 0.340360918379 Long EC CORP US N 1 N N N Northfield Bancorp Inc N/A Northfield Bancorp, Inc. 66611T108 6300.00000000 NS USD 103320.00000000 0.388704003719 Long EC CORP US N 1 N N N Oil States International Inc 5493004TF4KQJGMYL777 Oil States International, Inc. 678026105 12119.00000000 NS USD 95134.15000000 0.357907713854 Long EC CORP US N 1 N N N Warrior Met Coal Inc 549300152B1S9YKBYV79 Warrior Met Coal, Inc. 93627C101 2574.00000000 NS USD 44272.80000000 0.166560342778 Long EC CORP US N 1 N N N Sonic Automotive Inc 549300NTLRGJ2JCBZU03 Sonic Automotive, Inc. 83545G102 2195.00000000 NS USD 98204.30000000 0.369458039029 Long EC CORP US N 1 N N N ArcBest Corp 5493006S3KBNE8ZS3J23 ArcBest Corp. 03937C105 3575.00000000 NS USD 208029.25000000 0.782634556386 Long EC CORP US N 1 N N N Veritex Holdings Inc 549300F3SMOML02SC814 Veritex Holdings, Inc. 923451108 2280.00000000 NS USD 80734.80000000 0.303735385206 Long EC CORP US N 1 N N N Comtech Telecommunications Cor 529900FTEZ8MGM0Y8F73 Comtech Telecommunications Corp. 205826209 5990.00000000 NS USD 144718.40000000 0.544450459658 Long EC CORP US N 1 N N N Shoe Carnival Inc N/A Shoe Carnival, Inc. 824889109 2214.00000000 NS USD 158500.26000000 0.596299706277 Long EC CORP US N 1 N N N Horace Mann Educators Corp 254900G5YAV3A2YK8T32 Horace Mann Educators Corp. 440327104 1959.00000000 NS USD 73305.78000000 0.275786393552 Long EC CORP US N 1 N N N Nabors Industries Ltd N/A Nabors Industries Ltd. N/A 915.00000000 NS USD 104529.60000000 0.393254684738 Long EC CORP US N 1 N N N Asbury Automotive Group Inc 549300JH4DTA7U42GL91 Asbury Automotive Group, Inc. 043436104 840.00000000 NS USD 143950.80000000 0.541562643231 Long EC CORP US N 1 N N N Olympic Steel Inc 549300GQ061U6N6KWJ49 Olympic Steel, Inc. 68162K106 12809.00000000 NS USD 376456.51000000 1.416280997516 Long EC CORP US N 1 N N N Rayonier Advanced Materials In 54930053QJ7OUGZG4F72 Rayonier Advanced Materials, Inc. 75508B104 20527.00000000 NS USD 137325.63000000 0.516637845473 Long EC CORP US N 1 N N N ABM Industries Inc QF02R89VEIOROM77J447 ABM Industries, Inc. 000957100 2729.00000000 NS USD 121031.15000000 0.455335777969 Long EC CORP US N 1 N N N Bed Bath & Beyond Inc 529900ZBUWWUV7BKGX39 Bed Bath & Beyond, Inc. 075896100 5964.00000000 NS USD 198541.56000000 0.746940565977 Long EC CORP US N 1 N N N TrueBlue Inc N/A TrueBlue, Inc. 89785X101 3518.00000000 NS USD 98890.98000000 0.372041423323 Long EC CORP US N 1 N N N Investors Bancorp Inc N/A Investors Bancorp, Inc. 46146L101 9861.00000000 NS USD 140617.86000000 0.529023666052 Long EC CORP US N 1 N N N Central Pacific Financial Corp 549300W3YEAOZ4KGG849 Central Pacific Financial Corp. 154760409 4600.00000000 NS USD 119876.00000000 0.450989945314 Long EC CORP US N 1 N N N Carpenter Technology Corp DX6I6ZD3X5WNNCDJKP85 Carpenter Technology Corp. 144285103 4380.00000000 NS USD 176163.60000000 0.662751612753 Long EC CORP US N 1 N N N Allegiance Bancshares Inc N/A Allegiance Bancshares, Inc. 01748H107 1860.00000000 NS USD 71498.40000000 0.268986782225 Long EC CORP US N 1 N N N Dime Community Bancshares Inc N/A Dime Community Bancshares, Inc. 25432X102 4740.00000000 NS USD 159358.80000000 0.599529651451 Long EC CORP US N 1 N N N Signet Jewelers Ltd 549300N3XPGE91WV7M22 Signet Jewelers Ltd. N/A 3657.00000000 NS USD 295449.03000000 1.111519752769 Long EC CORP US N 1 N N N Consolidated Communications Ho 529900F6S64KOO8CXH48 Consolidated Communications Holdings, Inc. 209034107 35489.00000000 NS USD 311948.31000000 1.173592305948 Long EC CORP US N 1 N N N Assured Guaranty Ltd 549300BBOQUJEPH87M14 Assured Guaranty Ltd. N/A 2802.00000000 NS USD 133038.96000000 0.500510805291 Long EC CORP US N 1 N N N Matthews International Corp 549300ZVC5O0ATML6U61 Matthews International Corp. 577128101 2020.00000000 NS USD 72639.20000000 0.273278628213 Long EC CORP US N 1 N N N Encore Wire Corp N/A Encore Wire Corp. 292562105 1180.00000000 NS USD 89432.20000000 0.336456196297 Long EC CORP US N 1 N N N Encore Capital Group Inc 5493000UVC6H49CIH830 Encore Capital Group, Inc. 292554102 3345.00000000 NS USD 158519.55000000 0.596372277902 Long EC CORP US N 1 N N N Ameris Bancorp PBJHNT51T5V6G5UQFV42 Ameris Bancorp 03076K108 1756.00000000 NS USD 88906.28000000 0.334477613161 Long EC CORP US N 1 N N N Universal Corp/VA 549300BZXZ66F6DTIF20 Universal Corp. 913456109 2987.00000000 NS USD 170169.39000000 0.640200573011 Long EC CORP US N 1 N N N Barnes & Noble Education Inc 549300JQGDS5THBPED41 Barnes & Noble Education, Inc. 06777U101 19176.00000000 NS USD 138258.96000000 0.520149160880 Long EC CORP US N 1 N N N First Midwest Bancorp Inc/IL 7XRS7ORI584PF41IVU88 First Midwest Bancorp, Inc. 320867104 5840.00000000 NS USD 115807.20000000 0.435682561939 Long EC CORP US N 1 N N N Powell Industries Inc 549300V08RO7MX2UBN26 Powell Industries, Inc. 739128106 5203.00000000 NS USD 161032.85000000 0.605827657040 Long EC CORP US N 1 N N N PC Connection Inc 5299005WPRNIXDV2KM73 PC Connection, Inc. 69318J100 2360.00000000 NS USD 109197.20000000 0.410814835801 Long EC CORP US N 1 N N N American Equity Investment Lif 549300RK5RZQ740FPL83 American Equity Investment Life Holding Co. 025676206 4971.00000000 NS USD 160662.72000000 0.604435177240 Long EC CORP US N 1 N N N Allegheny Technologies Inc ZW1LRE7C3H17O2ZN9B45 Allegheny Technologies, Inc. 01741R102 4336.00000000 NS USD 90405.60000000 0.340118260537 Long EC CORP US N 1 N N N Spok Holdings Inc 549300HXXANIVN2ICC89 Spok Holdings, Inc. 84863T106 8322.00000000 NS USD 80057.64000000 0.301187816457 Long EC CORP US N 1 N N N Independent Bank Group Inc N/A Independent Bank Group, Inc. 45384B106 760.00000000 NS USD 56224.80000000 0.211525405229 Long EC CORP US N 1 N N N Whitestone REIT N/A Whitestone REIT 966084204 6000.00000000 NS USD 49500.00000000 0.186225785754 Long EC CORP US N 1 N N N CoreCivic Inc 529900JFA3K6PTLT8B15 CoreCivic, Inc. 21871N101 29198.00000000 NS USD 305703.06000000 1.150096819312 Long EC CORP US N 1 N N N First BanCorp/Puerto Rico N/A First BanCorp 318672706 8450.00000000 NS USD 100724.00000000 0.378937495844 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 Resideo Technologies, Inc. 76118Y104 5771.00000000 NS USD 173130.00000000 0.651338793689 Long EC CORP US N 1 N N N Ready Capital Corp 549300MYWGZUG7ZUYO87 Ready Capital Corp. 75574U101 6252.00000000 NS USD 99219.24000000 0.373276382443 Long EC CORP US N 1 N N N ePlus Inc 529900FFY8AAFJ21NE91 ePlus, Inc. 294268107 550.00000000 NS USD 47679.50000000 0.179376815189 Long EC CORP US N 1 N N N NETGEAR Inc 54930067KX3UNRHDWA78 NETGEAR, Inc. 64111Q104 1455.00000000 NS USD 55755.60000000 0.209760210509 Long EC CORP US N 1 N N N ODP Corp/The N/A ODP Corp. 88337F105 5569.00000000 NS USD 267367.69000000 1.005873902132 Long EC CORP US N 1 N N N Invacare Corp 549300NNUTG7HCZICS76 Invacare Corp. 461203101 16302.00000000 NS USD 131557.14000000 0.494935995314 Long EC CORP US N 1 N N N SkyWest Inc 529900UYS2KGS6Z42P09 SkyWest, Inc. 830879102 2140.00000000 NS USD 92169.80000000 0.346755422784 Long EC CORP US N 1 N N N Sally Beauty Holdings Inc 529900VXW6E8ONDIQ271 Sally Beauty Holdings, Inc. 79546E104 6260.00000000 NS USD 138158.20000000 0.519770087947 Long EC CORP US N 1 N N N Haynes International Inc 549300I9MS5UZLRFDO40 Haynes International, Inc. 420877201 4644.00000000 NS USD 164304.72000000 0.618136880507 Long EC CORP US N 1 N N N SpartanNash Co 549300TV3QCCSQLF5X16 SpartanNash Co. 847215100 11700.00000000 NS USD 225927.00000000 0.849968345416 Long EC CORP US N 1 N N N HomeStreet Inc N/A HomeStreet, Inc. 43785V102 1580.00000000 NS USD 64369.20000000 0.242165754512 Long EC CORP US N 1 N N N Koppers Holdings Inc N/A Koppers Holdings, Inc. 50060P106 4890.00000000 NS USD 158191.50000000 0.595138108831 Long EC CORP US N 1 N N N Clearwater Paper Corp 549300HCVV19GXN4P292 Clearwater Paper Corp. 18538R103 5014.00000000 NS USD 145255.58000000 0.546471404458 Long EC CORP US N 1 N N N Mercer International Inc 549300Z5IAG39VRTY874 Mercer International, Inc. 588056101 13940.00000000 NS USD 177735.00000000 0.668663434970 Long EC CORP US N 1 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 OFG Bancorp 67103X102 3720.00000000 NS USD 82286.40000000 0.309572717108 Long EC CORP US N 1 N N N Nabors Industries Ltd. N/A Nabors Industries Ltd. N/A 374.00000000 NS USD 3740.00000000 0.014070392701 N/A DE US N 1 Nabors Industries Ltd. N/A Call Purchased N/A Nabors Industries Ltd. 374 166.66670000 USD 2026-06-11 XXXX 3739.98000000 N N N Universal Insurance Holdings I 529900GGAZ6WVUCWQM46 Universal Insurance Holdings, Inc. 91359V107 11050.00000000 NS USD 153374.00000000 0.577014013419 Long EC CORP US N 1 N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co. 28035Q102 3200.00000000 NS USD 140480.00000000 0.528505017833 Long EC CORP US N 1 N N N EW Scripps Co/The 549300U1OW41QPKYW028 EW Scripps Co. 811054402 8120.00000000 NS USD 165566.80000000 0.622884998481 Long EC CORP US N 1 N N N Unifi Inc 549300MW5LPO0M2LNO04 Unifi, Inc. 904677200 5979.00000000 NS USD 145648.44000000 0.547949397633 Long EC CORP US N 1 N N N Daktronics Inc 549300IOLZ3SG5YUJ288 Daktronics, Inc. 234264109 36675.00000000 NS USD 241688.25000000 0.909264328562 Long EC CORP US N 1 N N N Griffon Corp 5493000C2SGNC7ZN3242 Griffon Corp. 398433102 7350.00000000 NS USD 188380.50000000 0.708713265318 Long EC CORP US N 1 N N N Cato Corp/The 529900R4SJUY7GCUU865 Cato Corp. 149205106 17338.00000000 NS USD 292492.06000000 1.100395226270 Long EC CORP US N 1 N N N Enova International Inc 549300O8XOCQSB49UO63 Enova International, Inc. 29357K103 4020.00000000 NS USD 137524.20000000 0.517384893034 Long EC CORP US N 1 N N N Motorcar Parts of America Inc 549300AG4610OSV3H429 Motorcar Parts of America, Inc. 620071100 2880.00000000 NS USD 64627.20000000 0.243136385880 Long EC CORP US N 1 N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 SM Energy Co. 78454L100 11017.00000000 NS USD 271348.71000000 1.020851045114 Long EC CORP US N 1 N N N Unitil Corp N/A Unitil Corp. 913259107 1350.00000000 NS USD 71509.50000000 0.269028541947 Long EC CORP US N 1 N N N Core-Mark Holding Co Inc 529900CI5YANWVE54N57 Core-Mark Holding Company, Inc. 218681104 3706.00000000 NS USD 166807.06000000 0.627551026623 Long EC CORP US N 1 N N N Boise Cascade Co 549300Z8B8LSRHC7XA55 Boise Cascade Co. 09739D100 2886.00000000 NS USD 168398.10000000 0.633536737212 Long EC CORP US N 1 N N N Employers Holdings Inc N/A Employers Holdings, Inc. 292218104 3680.00000000 NS USD 157504.00000000 0.592551639584 Long EC CORP US N 1 N N N Glatfelter Corp 549300LDQLQBT38QDY28 Glatfelter Corp. 377320106 2800.00000000 NS USD 39116.00000000 0.147159754253 Long EC CORP US N 1 N N N Green Plains Inc VJ5WLTHARBSDR14KIZ98 Green Plains, Inc. 393222104 10980.00000000 NS USD 369147.60000000 1.388783876147 Long EC CORP US N 1 N N N Atlas Air Worldwide Holdings I 549300R0A2TUVCYZB465 Atlas Air Worldwide Holdings, Inc. 049164205 2449.00000000 NS USD 166801.39000000 0.627529695306 Long EC CORP US N 1 N N N O-I Glass Inc N/A O-I Glass, Inc. 67098H104 11630.00000000 NS USD 189917.90000000 0.714497174874 Long EC CORP US N 1 N N N Sanmina Corp X5K24XLM8QYRXF00EB42 Sanmina Corp. 801056102 5210.00000000 NS USD 202981.60000000 0.763644605124 Long EC CORP US N 1 N N N Provident Financial Services I 529900JOSO3SXEDVE477 Provident Financial Services, Inc. 74386T105 4870.00000000 NS USD 111474.30000000 0.419381598159 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 9670.00000000 NS USD 121842.00000000 0.458386306825 Long EC CORP US N 1 N N N AAR Corp MP76T5YQX3YK5VVAQ802 AAR Corp. 000361105 3550.00000000 NS USD 137562.50000000 0.517528982885 Long EC CORP US N 1 N N N Conn's Inc 529900K9HOACKOJJT953 Conn's, Inc. 208242107 16418.00000000 NS USD 418659.00000000 1.575052550264 Long EC CORP US N 1 N N N DiamondRock Hospitality Co 529900KKD4BPVBUAQ734 DiamondRock Hospitality Co. 252784301 5020.00000000 NS USD 48694.00000000 0.183193503262 Long EC CORP US N 1 N N N Apollo Commercial Real Estate 549300E0AN7M2AQHSY29 Apollo Commercial Real Estate Finance, Inc. 03762U105 4420.00000000 NS USD 70499.00000000 0.265226902422 Long EC CORP US N 1 N N N CONSOL Energy Inc 549300YJCTPJBTK7IJ81 CONSOL Energy, Inc. 20854L108 32664.00000000 NS USD 603304.08000000 2.269712653469 Long EC CORP US N 1 N N N Stewart Information Services C 529900TV1XI0PLKENU10 Stewart Information Services Corp. 860372101 3121.00000000 NS USD 176929.49000000 0.665632995926 Long EC CORP US N 1 N N N Simmons First National Corp 549300IVR5AJKUVOGN05 Simmons First National Corp. 828730200 4278.00000000 NS USD 125516.52000000 0.472210354790 Long EC CORP US N 1 N N N US Silica Holdings Inc 529900HOXGPM9F75C193 US Silica Holdings, Inc. 90346E103 10364.00000000 NS USD 119807.84000000 0.450733518050 Long EC CORP US N 1 N N N Scholastic Corp N/A Scholastic Corp. 807066105 6022.00000000 NS USD 228173.58000000 0.858420287350 Long EC CORP US N 1 N N N First Bancorp/Southern Pines N N/A First Bancorp 318910106 1300.00000000 NS USD 53183.00000000 0.200081736641 Long EC CORP US N 1 N N N Kelly Services Inc N/A Kelly Services, Inc. 488152208 8244.00000000 NS USD 197608.68000000 0.743430943532 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC N/A 78241.68000000 PA USD 78241.68000000 0.294355925994 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-07-01 79937.80000000 USD 79806.88000000 USD UST N N N Veritiv Corp 529900VQARHWQROHAS58 Veritiv Corp. 923454102 10956.00000000 NS USD 672917.52000000 2.531607957773 Long EC CORP US N 1 N N N Greenbrier Cos Inc/The 5493001GAGGFR30BP390 Greenbrier Companies, Inc. 393657101 6155.00000000 NS USD 268234.90000000 1.009136465034 Long EC CORP US N 1 N N N Bristow Group Inc 5493005Q24EN3UC1PV68 Bristow Group, Inc. 11040G103 2211.00000000 NS USD 56623.71000000 0.213026159334 Long EC CORP US N 1 N N N Granite Construction Inc 549300OM4BWMCIXVCZ39 Granite Construction, Inc. 387328107 5939.00000000 NS USD 246646.67000000 0.927918584331 Long EC CORP US N 1 N N N S&T Bancorp Inc N/A S&T Bancorp, Inc. 783859101 2570.00000000 NS USD 80441.00000000 0.302630069330 Long EC CORP US N 1 N N N Customers Bancorp Inc 549300WLBCHYKZ53FN68 Customers Bancorp, Inc. 23204G100 6144.00000000 NS USD 239554.56000000 0.901237094283 Long EC CORP US N 1 N N N PBF Energy Inc 2549003PBEDCSZMZIY02 PBF Energy, Inc. 69318G106 7770.00000000 NS USD 118881.00000000 0.447246618914 Long EC CORP US N 1 N N N Banner Corp N/A Banner Corp. 06652V208 1480.00000000 NS USD 80230.80000000 0.301839268114 Long EC CORP US N 1 N N N Tredegar Corp 54930003228ERHCH6K87 Tredegar Corp. 894650100 1870.00000000 NS USD 25749.90000000 0.096874653749 Long EC CORP US N 1 N N N Hope Bancorp Inc 549300UTF4QGMBHIZ219 Hope Bancorp, Inc. 43940T109 8449.00000000 NS USD 119806.82000000 0.450729680671 Long EC CORP US N 1 N N N Benchmark Electronics Inc 549300W18RHYZOZKOP53 Benchmark Electronics, Inc. 08160H101 7020.00000000 NS USD 199789.20000000 0.751634358691 Long EC CORP US N 1 N N N GMS Inc 52990057RENOQO4U0D72 GMS, Inc. 36251C103 3920.00000000 NS USD 188708.80000000 0.709948374924 Long EC CORP US N 1 N N N Trinseo SA 222100SZ6J5ZF05ZTR58 Trinseo S.A. N/A 1216.00000000 NS USD 72765.44000000 0.273753560399 Long EC CORP US N 1 N N N Aaron's Co Inc/The N/A Aaron's Company, Inc. 00258W108 13280.00000000 NS USD 424827.20000000 1.598258164237 Long EC CORP US N 1 N N N Prestige Consumer Healthcare I N/A Prestige Consumer Healthcare, Inc. 74112D101 1540.00000000 NS USD 80234.00000000 0.301851306953 Long EC CORP US N 1 N N N SunCoke Energy Inc 1KF1J2NXQE2PI0QOB943 SunCoke Energy, Inc. 86722A103 41322.00000000 NS USD 295039.08000000 1.109977464670 Long EC CORP US N 1 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Barclays Capital, Inc. N/A 30803.68000000 PA USD 30803.68000000 0.115887666911 Long RA CORP US N 2 Repurchase Y 0.03000000 2021-07-01 28376.91000000 USD 31419.87000000 USD UST N N N Andersons Inc/The L38MWB8MVRFV7HVJPU11 Andersons, Inc. 034164103 9094.00000000 NS USD 277639.82000000 1.044519063356 Long EC CORP US N 1 N N N GEO Group Inc/The 5493003VOR6NTY465495 GEO Group, Inc. 36162J106 16341.00000000 NS USD 116347.92000000 0.437716824704 Long EC CORP US N 1 N N Deluxe Corp KWGNKB8TX9LE5TV29231 Deluxe Corp. 248019101 2150.00000000 NS USD 102705.50000000 0.386392170480 Long EC CORP US N 1 N N N Matrix Service Co 529900VYBKSX6HD2YW58 Matrix Service Co. 576853105 16292.00000000 NS USD 171066.00000000 0.643573742744 Long EC CORP US N 1 N N N AMC Networks Inc 549300VGG9K75226LR46 AMC Networks, Inc. 00164V103 1840.00000000 NS USD 122912.00000000 0.462411793507 Long EC CORP US N 1 N N N Diversified Healthcare Trust N/A Diversified Healthcare Trust 25525P107 19303.00000000 NS USD 80686.54000000 0.303553824470 Long EC CORP US N 1 N N N WSFS Financial Corp 549300SU7VQHD6QRG886 WSFS Financial Corp. 929328102 1750.00000000 NS USD 81532.50000000 0.306736441959 Long EC CORP US N 1 N N N DXP Enterprises Inc/TX N/A DXP Enterprises, Inc. 233377407 6001.00000000 NS USD 199833.30000000 0.751800268936 Long EC CORP US N 1 N N N Gannett Co Inc 549300JQ2PU0RI3ZBA32 Gannett Company, Inc. 36472T109 15482.00000000 NS USD 84996.18000000 0.319767280941 Long EC CORP US N 1 N N N EZCORP Inc 5493003K6PG3ZQ7TUQ63 EZCORP, Inc. 302301106 31344.00000000 NS USD 189004.32000000 0.711060161675 Long EC CORP US N 1 N N N Resources Connection Inc N/A Resources Connection, Inc. 76122Q105 8940.00000000 NS USD 128378.40000000 0.482977139674 Long EC CORP US N 1 N N N RPT Realty 549300T03GDH1L37S188 RPT Realty 74971D101 9350.00000000 NS USD 121363.00000000 0.456584243161 Long EC CORP US N 1 N N N Marcus Corp/The 549300NL0OKPNEMP6B79 Marcus Corp. 566330106 4120.00000000 NS USD 87385.20000000 0.328755101682 Long EC CORP US N 1 N N Talos Energy Inc 549300OKFHZ84SFJFT95 Talos Energy, Inc. 87484T108 12160.00000000 NS USD 190182.40000000 0.715492260133 Long EC CORP US N 1 N N N Group 1 Automotive Inc 549300US8QAZJLWYAF63 Group 1 Automotive, Inc. 398905109 1270.00000000 NS USD 196126.10000000 0.737853274331 Long EC CORP US N 1 N N N Acadia Realty Trust N/A Acadia Realty Trust 004239109 3230.00000000 NS USD 70930.80000000 0.266851393215 Long EC CORP US N 1 N N N Fresh Del Monte Produce Inc 529900I72V9F0FEZR228 Fresh Del Monte Produce, Inc. N/A 8606.00000000 NS USD 282965.28000000 1.064554173922 Long EC CORP US N 1 N N N Domtar Corp XYSIJOU3HNVROZWNA008 Domtar Corp. 257559203 8068.00000000 NS USD 443417.28000000 1.668196593636 Long EC CORP US N 1 N N N Bel Fuse Inc 2549009L4XYDBRRY6X39 Bel Fuse, Inc. 077347300 12687.00000000 NS USD 182692.80000000 0.687315358215 Long EC CORP US N 1 N N N Chico's FAS Inc 5299003ESGN5T1MFXY13 Chico's FAS, Inc. 168615102 38716.00000000 NS USD 254751.28000000 0.958409238179 Long EC CORP US N 1 N N N Office Properties Income Trust N/A Office Properties Income Trust 67623C109 4080.00000000 NS USD 119584.80000000 0.449894410995 Long EC CORP US N 1 N N N United Fire Group Inc N/A United Fire Group, Inc. 910340108 4387.00000000 NS USD 121651.51000000 0.457669657332 Long EC CORP US N 1 N N N Ethan Allen Interiors Inc N/A Ethan Allen Interiors, Inc. 297602104 2760.00000000 NS USD 76176.00000000 0.286584554658 Long EC CORP US N 1 N N N Penn Virginia Corp 5493003S4AVU6OSXB118 Penn Virginia Corp. 70788V102 5000.00000000 NS USD 118050.00000000 0.444120282995 Long EC CORP US N 1 N N N Helix Energy Solutions Group I 416AP2JOUTCWEGSOZW41 Helix Energy Solutions Group, Inc. 42330P107 35520.00000000 NS USD 202819.20000000 0.763033634061 Long EC CORP US N 1 N N N First American Funds N/A First American Government Obligations Fund N/A 333725.00000000 NS USD 333725.00000000 1.255519199006 Long STIV RF US N 1 N N Cross Country Healthcare Inc 54930037L0NBIPZ5S663 Cross Country Healthcare, Inc. 227483104 9890.00000000 NS USD 163283.90000000 0.614296415727 Long EC CORP US N 1 N N N Franklin Street Properties Cor 549300STLK2T6QY5WO82 Franklin Street Properties Corp. 35471R106 15360.00000000 NS USD 80793.60000000 0.303956598866 Long EC CORP US N 1 N N N Eagle Bancorp Inc 549300B47NZODRMG3D47 Eagle Bancorp, Inc. 268948106 1260.00000000 NS USD 70660.80000000 0.265835616202 Long EC CORP US N 1 N N N Interface Inc 549300VXZWQOIDFPU355 Interface, Inc. 458665304 7440.00000000 NS USD 113832.00000000 0.428251588767 Long EC CORP US N 1 N N N Apogee Enterprises Inc 549300579S7QW8V4IJ60 Apogee Enterprises, Inc. 037598109 4130.00000000 NS USD 168214.90000000 0.632847513698 Long EC CORP US N 1 N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 Callon Petroleum Co. 13123X508 4420.00000000 NS USD 254989.80000000 0.959306583117 Long EC CORP US N 1 N N Genesco Inc 549300VY2Q511P1K5P56 Genesco, Inc. 371532102 3383.00000000 NS USD 215429.44000000 0.810475085628 Long EC CORP US N 1 N N N Hub Group Inc N/A Hub Group, Inc. 443320106 1654.00000000 NS USD 109130.92000000 0.410565481355 Long EC CORP US N 1 N N N Insight Enterprises Inc 529900S8991TYW6YP792 Insight Enterprises, Inc. 45765U103 1820.00000000 NS USD 182018.20000000 0.684777420536 Long EC CORP US N 1 N N N Safety Insurance Group Inc 254900LDCFLA3J746840 Safety Insurance Group, Inc. 78648T100 700.00000000 NS USD 54796.00000000 0.206150063761 Long EC CORP US N 1 N N N Magellan Health Inc N/A Magellan Health, Inc. 559079207 2039.00000000 NS USD 192073.80000000 0.722607966218 Long EC CORP US N 1 N N N TimkenSteel Corp 549300QZTZWHDE9HJL14 TimkenSteel Corp. 887399103 11308.00000000 NS USD 160008.20000000 0.601972783275 Long EC CORP US N 1 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 BofA Securities, Inc. N/A 30199.68000000 PA USD 30199.68000000 0.113615336111 Long RA CORP US N 2 Repurchase Y 0.04000000 2021-07-01 29663.45000000 USD 30803.78000000 USD UST N N N BankUnited Inc 96OVUWEW5D4YX6PFXD91 BankUnited, Inc. 06652K103 1676.00000000 NS USD 71548.44000000 0.269175039565 Long EC CORP US N 1 N N N Abercrombie & Fitch Co 5493000J7LL72TOGT983 Abercrombie & Fitch Co. 002896207 4720.00000000 NS USD 219149.60000000 0.824470837529 Long EC CORP US N 1 N N N Realogy Holdings Corp 5493004HBTOTE9DI9P12 Realogy Holdings Corp. 75605Y106 11402.00000000 NS USD 207744.44000000 0.781563062122 Long EC CORP US N 1 N N N Hanmi Financial Corp 549300MSZ7RCG7EA6587 Hanmi Financial Corp. 410495204 9050.00000000 NS USD 172493.00000000 0.648942312365 Long EC CORP US N 1 N N N AdvanSix Inc 5493009TPRODMCAZLF67 AdvanSix, Inc. 00773T101 7466.00000000 NS USD 222934.76000000 0.838711128342 Long EC CORP US N 1 N N N SiriusPoint Ltd 549300OGXFI85N3YZZ51 SiriusPoint Ltd. N/A 11660.00000000 NS USD 117416.20000000 0.441735840510 Long EC CORP US N 1 N N N ScanSource Inc 7FHBAN017QDY4K2KP156 ScanSource, Inc. 806037107 5086.00000000 NS USD 143069.18000000 0.538245867933 Long EC CORP US N 1 N N N TTM Technologies Inc 549300SC4BDOIS008048 TTM Technologies, Inc. 87305R109 9806.00000000 NS USD 140225.80000000 0.527548682586 Long EC CORP US N 1 N N N Vera Bradley Inc 52990005Q6LEJKXO7M51 Vera Bradley, Inc. 92335C106 18220.00000000 NS USD 225745.80000000 0.849286646176 Long EC CORP US N 1 N N N Renasant Corp 549300OVE6OZHW2UUH81 Renasant Corp. 75970E107 2047.00000000 NS USD 81880.00000000 0.308043784597 Long EC CORP US N 1 N N N ProPetro Holding Corp N/A ProPetro Holding Corp. 74347M108 21441.00000000 NS USD 196399.56000000 0.738882068339 Long EC CORP US N 1 N N N 2021-07-30 Rydex Variable Trust John Sullivan John Sullivan CFO