0001752724-21-037557.txt : 20210224
0001752724-21-037557.hdr.sgml : 20210224
20210224150946
ACCESSION NUMBER: 0001752724-21-037557
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210224
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 21672108
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000002873
JPMorgan Small Cap Core Fund
C000007897
Class R5
VSSCX
C000169975
Class A
VSSBX
C000169976
Class C
VSSRX
C000169977
Class R6
VSSLX
C000176666
Class I
VSSWX
C000190879
Class R2
JRJUX
C000190880
Class R3
JGAUX
C000190881
Class R4
JGREX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000002873
C000169977
C000007897
C000169976
C000190879
C000169975
C000190881
C000190880
C000176666
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Small Cap Core Fund
S000002873
5493009DI5G9VLNDM835
2021-06-30
2020-12-31
N
452800593.26
34944199.11
417856394.15
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
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
69500.00000000
NS
USD
1407375.00000000
0.336808295793
Long
EC
CORP
US
N
1
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
18300.00000000
NS
USD
241011.00000000
0.057677949499
Long
EC
CORP
US
N
1
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
3400.00000000
NS
USD
226372.00000000
0.054174592795
Long
EC
CORP
US
N
1
N
N
New Senior Investment Group, Inc.
549300H8A719CGNNEW69
New Senior Investment Group, Inc.
648691103
80850.00000000
NS
USD
418803.00000000
0.100226538558
Long
EC
CORP
US
N
1
N
N
N
Guess?, Inc.
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617105
54300.00000000
NS
USD
1228266.00000000
0.293944526683
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
8975.00000000
NS
USD
548282.75000000
0.131213200916
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp.
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
6400.00000000
NS
USD
692544.00000000
0.165737322605
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
18400.00000000
NS
USD
77280.00000000
0.018494392112
Long
EC
CORP
US
N
1
N
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
46000.00000000
NS
USD
1402080.00000000
0.335541114035
Long
EC
CORP
US
N
1
N
N
N
Realogy Holdings Corp.
5493004HBTOTE9DI9P12
Realogy Holdings Corp.
75605Y106
133000.00000000
NS
USD
1744960.00000000
0.417598013200
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class C
N/A
54806.00000000
NS
USD
607798.54000000
0.145456321480
Long
EC
CORP
BM
N
1
N
N
Meredith Corp.
549300YC8BC386CCTS24
Meredith Corp.
589433101
82700.00000000
NS
USD
1587840.00000000
0.379996578305
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp.
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
26900.00000000
NS
USD
915138.00000000
0.219007777028
Long
EC
CORP
US
N
1
N
N
N
ATN International, Inc.
54930013NP7VEU877V56
ATN International, Inc.
00215F107
3400.00000000
NS
USD
141984.00000000
0.033979137806
Long
EC
CORP
US
N
1
N
N
N
Louisiana-Pacific Corp.
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp.
546347105
34500.00000000
NS
USD
1282365.00000000
0.306891319111
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
26600.00000000
NS
USD
1504762.00000000
0.360114628151
Long
EC
CORP
US
N
1
N
N
N
Talos Energy, Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
7400.00000000
NS
USD
60976.00000000
0.014592573155
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
46500.00000000
NS
USD
2019960.00000000
0.483410096932
Long
EC
CORP
US
N
1
N
N
N
CBIZ, Inc.
529900D5X8CFM8O1N813
CBIZ, Inc.
124805102
21400.00000000
NS
USD
569454.00000000
0.136279833926
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings, Inc.
N/A
Koppers Holdings, Inc.
50060P106
45600.00000000
NS
USD
1420896.00000000
0.340044096462
Long
EC
CORP
US
N
1
N
N
N
Heron Therapeutics, Inc.
549300DR2I1DOPD2IX53
Heron Therapeutics, Inc.
427746102
65200.00000000
NS
USD
1379958.00000000
0.330246950703
Long
EC
CORP
US
N
1
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
3886.00000000
NS
USD
863430.34000000
0.206633272121
Long
EC
CORP
BM
N
1
N
N
N
TrueBlue, Inc.
N/A
TrueBlue, Inc.
89785X101
40694.00000000
NS
USD
760570.86000000
0.182017284083
Long
EC
CORP
US
N
1
N
N
N
Rimini Street, Inc.
N/A
Rimini Street, Inc.
76674Q107
69900.00000000
NS
USD
309657.00000000
0.074106081499
Long
EC
CORP
US
N
1
N
N
N
Berkeley Lights, Inc.
549300LTLRE4N65CD358
Berkeley Lights, Inc.
084310101
13300.00000000
NS
USD
1189153.00000000
0.284584133843
Long
EC
CORP
US
N
1
N
N
Apollo Medical Holdings, Inc.
5493008O4R82Q4STJ936
Apollo Medical Holdings, Inc.
03763A207
23700.00000000
NS
USD
432999.00000000
0.103623877978
Long
EC
CORP
US
N
1
N
N
Ares Commercial Real Estate Corp.
549300ZNO5IWXS443S81
Ares Commercial Real Estate Corp.
04013V108
19500.00000000
NS
USD
232245.00000000
0.055580099587
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management, Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc., Class A
04316A108
4900.00000000
NS
USD
246666.00000000
0.059031285258
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
13500.00000000
NS
USD
1118070.00000000
0.267572787123
Long
EC
CORP
US
N
1
N
N
N
Intersect ENT, Inc.
549300SWZUVLSFMOXR50
Intersect ENT, Inc.
46071F103
58300.00000000
NS
USD
1335070.00000000
0.319504504105
Long
EC
CORP
US
N
1
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
12800.00000000
NS
USD
160768.00000000
0.038474462100
Long
EC
CORP
US
N
1
N
N
N
Great Lakes Dredge & Dock Corp.
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607109
86700.00000000
NS
USD
1141839.00000000
0.273261105007
Long
EC
CORP
US
N
1
N
N
N
New Jersey Resources Corp.
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
13069.00000000
NS
USD
464602.95000000
0.111187229992
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
33.00000000
NC
USD
-11771.99000000
-0.00281723342
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2021-03-19
3263535.00000000
USD
-11771.99000000
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc.
48238T109
18000.00000000
NS
USD
334980.00000000
0.080166297486
Long
EC
CORP
US
N
1
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235108
54525.00000000
NS
USD
1058875.50000000
0.253406556612
Long
EC
CORP
US
N
1
N
N
N
PriceSmart, Inc.
549300JVYOSTGVSDZS46
PriceSmart, Inc.
741511109
10900.00000000
NS
USD
992881.00000000
0.237612972758
Long
EC
CORP
US
N
1
N
N
N
Hibbett Sports, Inc.
529900RD6P643J1CZM55
Hibbett Sports, Inc.
428567101
31300.00000000
NS
USD
1445434.00000000
0.345916448865
Long
EC
CORP
US
N
1
N
N
Horizon Therapeutics plc
529900P0GSQ79OOZEV53
Horizon Therapeutics plc
N/A
41050.00000000
NS
USD
3002807.50000000
0.718621885901
Long
EC
CORP
IE
N
1
N
N
N
Integer Holdings Corp.
549300SUD2ED5XG6X569
Integer Holdings Corp.
45826H109
4900.00000000
NS
USD
397831.00000000
0.095207589394
Long
EC
CORP
US
N
1
N
N
N
Investors Bancorp, Inc.
N/A
Investors Bancorp, Inc.
46146L101
242925.00000000
NS
USD
2565288.00000000
0.613916176924
Long
EC
CORP
US
N
1
N
N
N
Flagstar Bancorp, Inc.
549300Q22V2Y3J4R2715
Flagstar Bancorp, Inc.
337930705
50600.00000000
NS
USD
2062456.00000000
0.493580098061
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co.
N/A
Northwest Natural Holding Co.
66765N105
7400.00000000
NS
USD
340326.00000000
0.081445684394
Long
EC
CORP
US
N
1
N
N
N
Bancorp, Inc. (The)
N/A
Bancorp, Inc. (The)
05969A105
53775.00000000
NS
USD
734028.75000000
0.175665314753
Long
EC
CORP
US
N
1
N
N
N
Overstock.com, Inc.
549300ACR0DL9U7EI710
Overstock.com, Inc.
690370101
7600.00000000
NS
USD
364572.00000000
0.087248156329
Long
EC
CORP
US
N
1
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
18200.00000000
NS
USD
678496.00000000
0.162375402051
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
20438.00000000
NS
USD
459855.00000000
0.110050966417
Long
EC
CORP
US
N
1
N
N
N
First Bank
549300YS4CB1171BRJ08
First Bank
31931U102
5050.00000000
NS
USD
47369.00000000
0.011336191252
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings, Inc.
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
30700.00000000
NS
USD
844557.00000000
0.202116567276
Long
EC
CORP
US
N
1
N
N
N
Utah Medical Products, Inc.
5493002R27BBGV8DID60
Utah Medical Products, Inc.
917488108
4600.00000000
NS
USD
387780.00000000
0.092802217563
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
102400.00000000
NS
USD
854016.00000000
0.204380263639
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
1959.00000000
NS
USD
143927.73000000
0.034444304793
Long
EC
CORP
US
N
1
N
N
N
Retail Value, Inc.
549300VO5RB7323N1Z31
Retail Value, Inc.
76133Q102
12400.00000000
NS
USD
184388.00000000
0.044127121801
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
16600.00000000
NS
USD
4760548.00000000
1.139278485778
Long
EC
CORP
US
N
1
N
N
N
Knoll, Inc.
549300R7T7KP3H4DHH46
Knoll, Inc.
498904200
66650.00000000
NS
USD
978422.00000000
0.234152693053
Long
EC
CORP
US
N
1
N
N
N
Syros Pharmaceuticals, Inc.
549300512PURS7IGVT96
Syros Pharmaceuticals, Inc.
87184Q107
150650.00000000
NS
USD
1634552.50000000
0.391175658164
Long
EC
CORP
US
N
1
N
N
TherapeuticsMD, Inc.
5299004JS7RE49QHRW30
TherapeuticsMD, Inc.
88338N107
103650.00000000
NS
USD
125416.50000000
0.030014258907
Long
EC
CORP
US
N
1
N
N
MeiraGTx Holdings plc
54930007YV6NYIOGFZ57
MeiraGTx Holdings plc
N/A
21200.00000000
NS
USD
320968.00000000
0.076812992332
Long
EC
CORP
KY
N
1
N
N
Allegheny Technologies, Inc.
ZW1LRE7C3H17O2ZN9B45
Allegheny Technologies, Inc.
01741R102
44700.00000000
NS
USD
749619.00000000
0.179396321438
Long
EC
CORP
US
N
1
N
N
N
Insmed, Inc.
529900Q55QAG41CCAC11
Insmed, Inc.
457669307
27900.00000000
NS
USD
928791.00000000
0.222275167498
Long
EC
CORP
US
N
1
N
N
N
Solaris Oilfield Infrastructure, Inc.
529900MTK3C8Y8TIIC10
Solaris Oilfield Infrastructure, Inc., Class A
83418M103
55300.00000000
NS
USD
450142.00000000
0.107726483620
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co.
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co.
252784301
50787.00000000
NS
USD
418992.75000000
0.100271948895
Long
EC
CORP
US
N
1
N
N
N
Rhythm Pharmaceuticals, Inc.
529900JPNWXQ8DPLA551
Rhythm Pharmaceuticals, Inc.
76243J105
15800.00000000
NS
USD
469734.00000000
0.112415175781
Long
EC
CORP
US
N
1
N
N
N
LHC Group, Inc.
5299009NPLWAMRQYZX73
LHC Group, Inc.
50187A107
3100.00000000
NS
USD
661292.00000000
0.158258198093
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust, Inc.
N/A
Piedmont Office Realty Trust, Inc., Class A
720190206
20300.00000000
NS
USD
329469.00000000
0.078847423328
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
6700.00000000
NS
USD
473288.00000000
0.113265707220
Long
EC
CORP
US
N
1
N
N
N
Park-Ohio Holdings Corp.
N/A
Park-Ohio Holdings Corp.
700666100
4416.00000000
NS
USD
136454.40000000
0.032655812358
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd.
5493007M0RIN8HY3MM77
Bunge Ltd.
N/A
9500.00000000
NS
USD
623010.00000000
0.149096677404
Long
EC
CORP
BM
N
1
N
N
N
PDF Solutions, Inc.
549300GMSP6MROFBI160
PDF Solutions, Inc.
693282105
16200.00000000
NS
USD
349920.00000000
0.083741688508
Long
EC
CORP
US
N
1
N
N
N
Kura Oncology, Inc.
5493005QORQTZCZYOP39
Kura Oncology, Inc.
50127T109
3850.00000000
NS
USD
125741.00000000
0.030091917165
Long
EC
CORP
US
N
1
N
N
N
Atkore International Group, Inc.
52990002TI38AM4RPV48
Atkore International Group, Inc.
047649108
60625.00000000
NS
USD
2492293.75000000
0.596447436222
Long
EC
CORP
US
N
1
N
N
N
Cactus, Inc.
549300J3T8C9F8QFKV08
Cactus, Inc., Class A
127203107
25800.00000000
NS
USD
672606.00000000
0.160965826876
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
27388.00000000
NS
USD
695655.20000000
0.166481884623
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology, Inc.
5493009O8F3QQJTCQR75
Vishay Intertechnology, Inc.
928298108
46750.00000000
NS
USD
968192.50000000
0.231704603197
Long
EC
CORP
US
N
1
N
N
N
Glatfelter Corp.
549300LDQLQBT38QDY28
Glatfelter Corp.
377320106
7000.00000000
NS
USD
114660.00000000
0.027440049166
Long
EC
CORP
US
N
1
N
N
N
Groupon, Inc.
5299005W5W1R5POQJL03
Groupon, Inc.
399473206
18760.00000000
NS
USD
712786.20000000
0.170581618464
Long
EC
CORP
US
N
1
N
N
Universal Electronics, Inc.
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
19200.00000000
NS
USD
1007232.00000000
0.241047406262
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
50875.00000000
NS
USD
1084655.00000000
0.259576020658
Long
EC
CORP
US
N
1
N
N
N
Gladstone Commercial Corp.
529900EVVV534W8R0T32
Gladstone Commercial Corp.
376536108
43600.00000000
NS
USD
784800.00000000
0.187815721139
Long
EC
CORP
US
N
1
N
N
N
Phibro Animal Health Corp.
549300U24SP4AF2JUX52
Phibro Animal Health Corp., Class A
71742Q106
10700.00000000
NS
USD
207794.00000000
0.049728567735
Long
EC
CORP
US
N
1
N
N
N
Seer, Inc.
N/A
Seer, Inc.
81578P106
20836.00000000
NS
USD
1169733.04000000
0.279936613720
Long
EC
CORP
US
N
1
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630102
31900.00000000
NS
USD
1609674.00000000
0.385221818437
Long
EC
CORP
US
N
1
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
29500.00000000
NS
USD
744580.00000000
0.178190404747
Long
EC
CORP
US
N
1
N
N
National Energy Services Reunited Corp.
N/A
National Energy Services Reunited Corp.
N/A
24600.00000000
NS
USD
244278.00000000
0.058459797054
Long
EC
CORP
VG
N
1
N
N
N
American Public Education, Inc.
N/A
American Public Education, Inc.
02913V103
8800.00000000
NS
USD
268224.00000000
0.064190473989
Long
EC
CORP
US
N
1
N
N
N
Inogen, Inc.
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
23700.00000000
NS
USD
1058916.00000000
0.253416248937
Long
EC
CORP
US
N
1
N
N
N
Nelnet, Inc.
549300T6B0Q52I6OM558
Nelnet, Inc., Class A
64031N108
13800.00000000
NS
USD
983112.00000000
0.235275088227
Long
EC
CORP
US
N
1
N
N
N
JFrog Ltd.
N/A
JFrog Ltd.
N/A
6500.00000000
NS
USD
408395.00000000
0.097735730676
Long
EC
CORP
IL
N
1
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
4450.00000000
NS
USD
965650.00000000
0.231096140568
Long
EC
CORP
US
N
1
N
N
N
National Health Investors, Inc.
549300ZPKZIG6DKDEC02
National Health Investors, Inc.
63633D104
1200.00000000
NS
USD
83004.00000000
0.019864240720
Long
EC
CORP
US
N
1
N
N
N
Atlas Air Worldwide Holdings, Inc.
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings, Inc.
049164205
1200.00000000
NS
USD
65448.00000000
0.015662797295
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
7100.00000000
NS
USD
1343604.00000000
0.321546832550
Long
EC
CORP
US
N
1
N
N
N
Shore Bancshares, Inc.
N/A
Shore Bancshares, Inc.
825107105
6825.00000000
NS
USD
99645.00000000
0.023846709394
Long
EC
CORP
US
N
1
N
N
N
Esperion Therapeutics, Inc.
549300OFU56UKEWVUS92
Esperion Therapeutics, Inc.
29664W105
15250.00000000
NS
USD
396500.00000000
0.094889058908
Long
EC
CORP
US
N
1
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc.
21925Y103
71550.00000000
NS
USD
3151062.00000000
0.754101658874
Long
EC
CORP
US
N
1
N
N
N
Accuray, Inc.
549300G28LY4TZKZJG51
Accuray, Inc.
004397105
202200.00000000
NS
USD
843174.00000000
0.201785592324
Long
EC
CORP
US
N
1
N
N
Argo Group International Holdings Ltd.
549300M4T8Y5TTWI6O03
Argo Group International Holdings Ltd.
N/A
11600.00000000
NS
USD
506920.00000000
0.121314405402
Long
EC
CORP
BM
N
1
N
N
N
REVOLUTION Medicines, Inc.
549300JU3X0LBCQ65892
REVOLUTION Medicines, Inc.
76155X100
9500.00000000
NS
USD
376105.00000000
0.090008195462
Long
EC
CORP
US
N
1
N
N
N
Berry Corp.
N/A
Berry Corp.
08579X101
86900.00000000
NS
USD
319792.00000000
0.076531555930
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
60500.00000000
NS
USD
759275.00000000
0.181707163185
Long
EC
CORP
US
N
1
N
N
N
Model N, Inc.
549300WCIL3W0EYSBN94
Model N, Inc.
607525102
5800.00000000
NS
USD
206944.00000000
0.049525148567
Long
EC
CORP
US
N
1
N
N
Blueprint Medicines Corp.
5299004CC60O9T5HVM83
Blueprint Medicines Corp.
09627Y109
13100.00000000
NS
USD
1469165.00000000
0.351595672716
Long
EC
CORP
US
N
1
N
N
N
Hanger, Inc.
254900ZJJJYVLHJXSZ60
Hanger, Inc.
41043F208
28600.00000000
NS
USD
628914.00000000
0.150509603013
Long
EC
CORP
US
N
1
N
N
N
Atara Biotherapeutics, Inc.
549300WBXUXZRE03MS38
Atara Biotherapeutics, Inc.
046513107
5550.00000000
NS
USD
108946.50000000
0.026072713383
Long
EC
CORP
US
N
1
N
N
N
Mid Penn Bancorp, Inc.
N/A
Mid Penn Bancorp, Inc.
59540G107
3500.00000000
NS
USD
76650.00000000
0.018343622611
Long
EC
CORP
US
N
1
N
N
N
American Finance Trust, Inc.
549300GN4H0K3IUS8983
American Finance Trust, Inc.
02607T109
39900.00000000
NS
USD
296457.00000000
0.070947101480
Long
EC
CORP
US
N
1
N
N
N
TCR2 Therapeutics, Inc.
5493007TR1ORJAZ8YK34
TCR2 Therapeutics, Inc.
87808K106
14850.00000000
NS
USD
459310.50000000
0.109920658491
Long
EC
CORP
US
N
1
N
N
Gencor Industries, Inc.
N/A
Gencor Industries, Inc.
368678108
6200.00000000
NS
USD
76260.00000000
0.018250289110
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
2700.00000000
NS
USD
530118.00000000
0.126866073469
Long
EC
CORP
US
N
1
N
N
N
FibroGen, Inc.
549300Q914ULWWY95822
FibroGen, Inc.
31572Q808
13150.00000000
NS
USD
487733.50000000
0.116722756149
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust, Inc.
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946104
31800.00000000
NS
USD
941280.00000000
0.225263993366
Long
EC
CORP
US
N
1
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
4200.00000000
NS
USD
504084.00000000
0.120635703331
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
45675.00000000
NS
USD
1171563.75000000
0.280374733138
Long
EC
CORP
US
N
1
N
N
N
FedNat Holding Co.
549300TFR6HALUYTYJ66
FedNat Holding Co.
31431B109
10075.00000000
NS
USD
59644.00000000
0.014273803353
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
22231.00000000
NS
USD
2045696.62000000
0.489569299079
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
8700.00000000
NS
USD
305457.00000000
0.073100951493
Long
EC
CORP
US
N
1
N
N
N
Macatawa Bank Corp.
N/A
Macatawa Bank Corp.
554225102
4900.00000000
NS
USD
41013.00000000
0.009815094509
Long
EC
CORP
US
N
1
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
25075.00000000
NS
USD
840514.00000000
0.201149009986
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co., Class A
153527205
36375.00000000
NS
USD
1321503.75000000
0.316257874356
Long
EC
CORP
US
N
1
N
N
N
Team, Inc.
549300DEKHQ3OEQJWU96
Team, Inc.
878155100
14200.00000000
NS
USD
154780.00000000
0.037041433891
Long
EC
CORP
US
N
1
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
71625.00000000
NS
USD
3115687.50000000
0.745635951398
Long
EC
CORP
US
N
1
N
N
Bluebird Bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
4525.00000000
NS
USD
195796.75000000
0.046857425838
Long
EC
CORP
US
N
1
N
N
N
Ooma, Inc.
N/A
Ooma, Inc.
683416101
34225.00000000
NS
USD
492840.00000000
0.117944826715
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corp.
675234108
92625.00000000
NS
USD
1725603.75000000
0.412965739942
Long
EC
CORP
US
N
1
N
N
N
WaVe Life Sciences Ltd.
54930070006GPKFYZ813
WaVe Life Sciences Ltd.
N/A
100500.00000000
NS
USD
790935.00000000
0.189283928898
Long
EC
CORP
SG
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
14600.00000000
NS
USD
904324.00000000
0.216419806579
Long
EC
CORP
US
N
1
N
N
Kimball Electronics, Inc.
549300COBYN2GZCBIU87
Kimball Electronics, Inc.
49428J109
6971.00000000
NS
USD
111466.29000000
0.026675741130
Long
EC
CORP
US
N
1
N
N
N
Contra Aduro Biotech I
N/A
Contra Aduro Biotech I
007CVR012
42550.00000000
NS
USD
0.04000000
0.000000009572
Long
CORP
US
N
3
N
N
N
Barrett Business Services, Inc.
529900HXB6TMG0SR9Y34
Barrett Business Services, Inc.
068463108
28628.00000000
NS
USD
1952715.88000000
0.467317458183
Long
EC
CORP
US
N
1
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
N/A
19425.00000000
NS
USD
1507185.75000000
0.360694671925
Long
EC
CORP
KY
N
1
N
N
N
Kelly Services, Inc.
N/A
Kelly Services, Inc., Class A
488152208
31726.00000000
NS
USD
652603.82000000
0.156178971803
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081T108
87533.00000000
NS
USD
739653.85000000
0.177011494943
Long
EC
CORP
US
N
1
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
9046.00000000
NS
USD
291190.74000000
0.069686797683
Long
EC
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings, Inc.
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings, Inc.
007800105
4100.00000000
NS
USD
216685.00000000
0.051856332231
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Trust, Inc.
N/A
Essential Properties Realty Trust, Inc.
29670E107
24000.00000000
NS
USD
508800.00000000
0.121764320738
Long
EC
CORP
US
N
1
N
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604501
10800.00000000
NS
USD
39852.00000000
0.009537247857
Long
EC
CORP
US
N
1
N
N
N
Core-Mark Holding Co., Inc.
529900CI5YANWVE54N57
Core-Mark Holding Co., Inc.
218681104
41500.00000000
NS
USD
1218855.00000000
0.291692317519
Long
EC
CORP
US
N
1
N
N
N
Columbus McKinnon Corp.
549300W3HQB0HO1F3G69
Columbus McKinnon Corp.
199333105
21365.00000000
NS
USD
821270.60000000
0.196543743615
Long
EC
CORP
US
N
1
N
N
N
United Community Banks, Inc.
549300GVW0FV66X3U703
United Community Banks, Inc.
90984P303
19850.00000000
NS
USD
564534.00000000
0.135102395919
Long
EC
CORP
US
N
1
N
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
4700.00000000
NS
USD
671019.00000000
0.160586031324
Long
EC
CORP
US
N
1
N
N
Business First Bancshares, Inc.
549300ILTC50KHDX4A08
Business First Bancshares, Inc.
12326C105
10800.00000000
NS
USD
219888.00000000
0.052622863519
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
18991.00000000
NS
USD
907769.80000000
0.217244443954
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics, Inc.
5493000JX4BJS9W6CN35
Sage Therapeutics, Inc.
78667J108
13100.00000000
NS
USD
1133281.00000000
0.271213032962
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial, Inc.
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N109
2200.00000000
NS
USD
32648.00000000
0.007813210580
Long
EC
CORP
US
N
1
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
42608.00000000
NS
USD
762257.12000000
0.182420834208
Long
EC
CORP
US
N
1
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696104
10600.00000000
NS
USD
763200.00000000
0.182646481108
Long
EC
CORP
US
N
1
N
N
N
US Concrete, Inc.
549300J94Q38BL8BMH45
US Concrete, Inc.
90333L201
20100.00000000
NS
USD
803397.00000000
0.192266293216
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp.
N/A
National HealthCare Corp.
635906100
27200.00000000
NS
USD
1806352.00000000
0.432290142089
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
40600.00000000
NS
USD
1753920.00000000
0.419742290546
Long
EC
CORP
BM
N
1
N
N
N
eGain Corp.
N/A
eGain Corp.
28225C806
157917.00000000
NS
USD
1864999.77000000
0.446325530998
Long
EC
CORP
US
N
1
N
N
N
EW Scripps Co. (The)
549300U1OW41QPKYW028
EW Scripps Co. (The), Class A
811054402
54500.00000000
NS
USD
833305.00000000
0.199423776126
Long
EC
CORP
US
N
1
N
N
N
Sutro Biopharma, Inc.
5493005U6P15VD25P851
Sutro Biopharma, Inc.
869367102
7200.00000000
NS
USD
156312.00000000
0.037408067026
Long
EC
CORP
US
N
1
N
N
N
SI-BONE, Inc.
549300J8JGYVJJHV9C31
SI-BONE, Inc.
825704109
38500.00000000
NS
USD
1151150.00000000
0.275489382504
Long
EC
CORP
US
N
1
N
N
N
City Office REIT, Inc.
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
80800.00000000
NS
USD
789416.00000000
0.188920406879
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle, Inc.
6SYKCME112RT8TQUO411
Jones Lang LaSalle, Inc.
48020Q107
1919.00000000
NS
USD
284722.03000000
0.068138727559
Long
EC
CORP
US
N
1
N
N
N
Bar Harbor Bankshares
N/A
Bar Harbor Bankshares
066849100
8100.00000000
NS
USD
182979.00000000
0.043789924615
Long
EC
CORP
US
N
1
N
N
United Insurance Holdings Corp.
5299002P9105LJQA8G51
United Insurance Holdings Corp.
910710102
29400.00000000
NS
USD
168168.00000000
0.040245405444
Long
EC
CORP
US
N
1
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C105
50500.00000000
NS
USD
1492275.00000000
0.357126280916
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
161400.00000000
NS
USD
2809974.00000000
0.672473615179
Long
EC
CORP
US
N
1
N
N
PCTEL, Inc.
N/A
PCTEL, Inc.
69325Q105
41800.00000000
NS
USD
274626.00000000
0.065722579298
Long
EC
CORP
US
N
1
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
76000.00000000
NS
USD
2651640.00000000
0.634581649849
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings plc
549300NRVC84SGJSXV06
Tronox Holdings plc, Class A
N/A
93200.00000000
NS
USD
1362584.00000000
0.326089062911
Long
EC
CORP
GB
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
34425.00000000
NS
USD
1938816.00000000
0.463990985214
Long
EC
CORP
PR
N
1
N
N
N
Coherus Biosciences, Inc.
5493007IL8W5MV932D26
Coherus Biosciences, Inc.
19249H103
39750.00000000
NS
USD
690855.00000000
0.165333116753
Long
EC
CORP
US
N
1
N
N
Retail Properties of America, Inc.
549300OVTYLM7DH6CM14
Retail Properties of America, Inc., Class A
76131V202
84400.00000000
NS
USD
722464.00000000
0.172897677315
Long
EC
CORP
US
N
1
N
N
N
Bed Bath & Beyond, Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896100
20800.00000000
NS
USD
369408.00000000
0.088405491736
Long
EC
CORP
US
N
1
N
N
Amicus Therapeutics, Inc.
549300MRD1SMUTNBPQ53
Amicus Therapeutics, Inc.
03152W109
61600.00000000
NS
USD
1422344.00000000
0.340390626998
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
88023.00000000
NS
USD
3755941.41000000
0.898859383889
Long
EC
CORP
US
N
1
N
N
N
Magellan Health, Inc.
N/A
Magellan Health, Inc.
559079207
22200.00000000
NS
USD
1839048.00000000
0.440114839870
Long
EC
CORP
US
N
1
N
N
N
Alpha & Omega Semiconductor Ltd.
5493001FE7J03YOV2V35
Alpha & Omega Semiconductor Ltd.
N/A
52700.00000000
NS
USD
1245828.00000000
0.298147406008
Long
EC
CORP
BM
N
1
N
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
7400.00000000
NS
USD
361860.00000000
0.086599129525
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
22800.00000000
NS
USD
254676.00000000
0.060948211769
Long
EC
CORP
US
N
1
N
N
Luther Burbank Corp.
5493007YRUZ4ZDZM0J48
Luther Burbank Corp.
550550107
13700.00000000
NS
USD
134260.00000000
0.032130655861
Long
EC
CORP
US
N
1
N
N
N
Northeast Bank
549300F0LV9TSW34E306
Northeast Bank
66405S100
4550.00000000
NS
USD
102466.00000000
0.024521821715
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology, Inc.
529900VHLRTKPWZJBM84
Amkor Technology, Inc.
031652100
55300.00000000
NS
USD
833924.00000000
0.199571913144
Long
EC
CORP
US
N
1
N
N
N
Arconic Corp.
549300B4YFWH3U74B152
Arconic Corp.
03966V107
22700.00000000
NS
USD
676460.00000000
0.161888153315
Long
EC
CORP
US
N
1
N
N
N
Colony Credit Real Estate, Inc.
549300BOIFLLMVU37752
Colony Credit Real Estate, Inc.
19625T101
12300.00000000
NS
USD
92250.00000000
0.022076962633
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
42100.00000000
NS
USD
2004381.00000000
0.479681782560
Long
EC
CORP
US
N
1
N
N
N
Ambac Financial Group, Inc.
5493000UC0RBBNDHI717
Ambac Financial Group, Inc.
023139884
16300.00000000
NS
USD
250694.00000000
0.059995252797
Long
EC
CORP
US
N
1
N
N
N
HNI Corp.
549300SKRADLC4O5HV93
HNI Corp.
404251100
17000.00000000
NS
USD
585820.00000000
0.140196490517
Long
EC
CORP
US
N
1
N
N
N
NexTier Oilfield Solutions, Inc.
529900L27H2D4QT0IT24
NexTier Oilfield Solutions, Inc.
65290C105
67700.00000000
NS
USD
232888.00000000
0.055733980204
Long
EC
CORP
US
N
1
N
N
N
Veritiv Corp.
529900VQARHWQROHAS58
Veritiv Corp.
923454102
14025.00000000
NS
USD
291579.75000000
0.069779894260
Long
EC
CORP
US
N
1
N
N
N
Asana, Inc.
N/A
Asana, Inc., Class A
04342Y104
20900.00000000
NS
USD
617595.00000000
0.147800777646
Long
EC
CORP
US
N
1
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
57125.00000000
NS
USD
2331271.25000000
0.557912068030
Long
EC
CORP
US
N
1
N
N
N
Cross Country Healthcare, Inc.
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
96977.00000000
NS
USD
860185.99000000
0.205856845089
Long
EC
CORP
US
N
1
N
N
N
Astronics Corp.
549300NNXCF8H4MSMK17
Astronics Corp.
046433108
34800.00000000
NS
USD
460404.00000000
0.110182351268
Long
EC
CORP
US
N
1
N
N
N
Ultra Clean Holdings, Inc.
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
24721.00000000
NS
USD
770059.15000000
0.184287990032
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp.
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
2600.00000000
NS
USD
109304.00000000
0.026158269092
Long
EC
CORP
US
N
1
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
14400.00000000
NS
USD
1433088.00000000
0.342961845280
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems, Inc.
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems, Inc.
00790R104
4900.00000000
NS
USD
409542.00000000
0.098010226894
Long
EC
CORP
US
N
1
N
N
N
Perspecta, Inc.
549300XIT2GJKMZC0O65
Perspecta, Inc.
715347100
34700.00000000
NS
USD
835576.00000000
0.199967264279
Long
EC
CORP
US
N
1
N
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262P101
18800.00000000
NS
USD
458720.00000000
0.109779341999
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
15900.00000000
NS
USD
437727.00000000
0.104755367185
Long
EC
CORP
US
N
1
N
N
UFP Industries, Inc.
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
6125.00000000
NS
USD
340243.75000000
0.081426000598
Long
EC
CORP
US
N
1
N
N
N
CareDx, Inc.
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
17600.00000000
NS
USD
1275120.00000000
0.305157469851
Long
EC
CORP
US
N
1
N
N
N
Seneca Foods Corp.
N/A
Seneca Foods Corp., Class A
817070501
6900.00000000
NS
USD
275310.00000000
0.065886271899
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co., Inc. (The)
2RTSLGQ89VMY18RHX631
Manitowoc Co., Inc. (The)
563571405
29159.00000000
NS
USD
388106.29000000
0.092880304198
Long
EC
CORP
US
N
1
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc., Class A
615394202
3850.00000000
NS
USD
305305.00000000
0.073064575359
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties, Inc.
5493007XPYD5EJABN062
Cousins Properties, Inc.
222795502
20375.00000000
NS
USD
682562.50000000
0.163348583282
Long
EC
CORP
US
N
1
N
N
N
Bonanza Creek Energy, Inc.
IIVIHPH28S64K95M2381
Bonanza Creek Energy, Inc.
097793400
8900.00000000
NS
USD
172037.00000000
0.041171321633
Long
EC
CORP
US
N
1
N
N
N
Zynerba Pharmaceuticals, Inc.
549300JLJ5VQU2CN6016
Zynerba Pharmaceuticals, Inc.
98986X109
43944.00000000
NS
USD
145015.20000000
0.034704554490
Long
EC
CORP
US
N
1
N
N
Cars.com, Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
50700.00000000
NS
USD
572910.00000000
0.137106912331
Long
EC
CORP
US
N
1
N
N
N
Apyx Medical Corp.
5299009QZVYUYO082S45
Apyx Medical Corp.
03837C106
89384.00000000
NS
USD
643564.80000000
0.154015783654
Long
EC
CORP
US
N
1
N
N
N
Zumiez, Inc.
549300J0PDF58P6HZD25
Zumiez, Inc.
989817101
24000.00000000
NS
USD
882720.00000000
0.211249609281
Long
EC
CORP
US
N
1
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
5600.00000000
NS
USD
460824.00000000
0.110282864269
Long
EC
CORP
US
N
1
N
N
N
Kraton Corp.
N/A
Kraton Corp.
50077C106
4675.00000000
NS
USD
129918.25000000
0.031091602717
Long
EC
CORP
US
N
1
N
N
N
Photronics, Inc.
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
130400.00000000
NS
USD
1455264.00000000
0.348268931712
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
83800.00000000
NS
USD
1273760.00000000
0.304831999182
Long
EC
CORP
US
N
1
N
N
N
First Business Financial Services, Inc.
549300BXKLW2T50TKU95
First Business Financial Services, Inc.
319390100
5232.00000000
NS
USD
96321.12000000
0.023051249507
Long
EC
CORP
US
N
1
N
N
N
Great Ajax Corp.
5493004ID2QQWNGDYC18
Great Ajax Corp.
38983D300
2900.00000000
NS
USD
30334.00000000
0.007259431810
Long
EC
CORP
US
N
1
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
6400.00000000
NS
USD
183936.00000000
0.044018950667
Long
EC
CORP
US
N
1
N
N
N
Avaya Holdings Corp.
549300NZS2OZN6Q63A60
Avaya Holdings Corp.
05351X101
77075.00000000
NS
USD
1475986.25000000
0.353228111538
Long
EC
CORP
US
N
1
N
N
N
BMC Stock Holdings, Inc.
549300GHSZDJ1FJEJG18
BMC Stock Holdings, Inc.
05591B109
18900.00000000
NS
USD
1014552.00000000
0.242799204272
Long
EC
CORP
US
N
1
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
51100.00000000
NS
USD
1776747.00000000
0.425205172129
Long
EC
CORP
IE
N
1
N
N
N
Insperity, Inc.
5299000Q0KW7HY5DB751
Insperity, Inc.
45778Q107
6600.00000000
NS
USD
537372.00000000
0.128602076580
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
79161.00000000
NS
USD
695033.58000000
0.166333120596
Long
EC
CORP
US
N
1
N
N
Viela Bio, Inc.
N/A
Viela Bio, Inc.
926613100
18800.00000000
NS
USD
676236.00000000
0.161834546381
Long
EC
CORP
US
N
1
N
N
Capstar Financial Holdings, Inc.
N/A
Capstar Financial Holdings, Inc.
14070T102
9100.00000000
NS
USD
134225.00000000
0.032122279778
Long
EC
CORP
US
N
1
N
N
N
Neenah, Inc.
8SR38IKUT3O1F1I6VH65
Neenah, Inc.
640079109
6900.00000000
NS
USD
381708.00000000
0.091349086754
Long
EC
CORP
US
N
1
N
N
N
Meridian Corp.
N/A
Meridian Corp.
58958P104
3200.00000000
NS
USD
66560.00000000
0.015928917429
Long
EC
CORP
US
N
1
N
N
N
Xencor, Inc.
549300V5IF65437JKG30
Xencor, Inc.
98401F105
11850.00000000
NS
USD
517015.50000000
0.123730426825
Long
EC
CORP
US
N
1
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
66700.00000000
NS
USD
1173253.00000000
0.280778998820
Long
EC
CORP
US
N
1
N
N
N
Monmouth Real Estate Investment Corp.
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp.
609720107
15000.00000000
NS
USD
259800.00000000
0.062174470377
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics, Inc.
549300IKDPIED8J8IG21
Sarepta Therapeutics, Inc.
803607100
5800.00000000
NS
USD
988842.00000000
0.236646372735
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
40700.00000000
NS
USD
904761.00000000
0.216524387963
Long
EC
CORP
US
N
1
N
N
N
Sientra, Inc.
5493006T0OLHI64MOG63
Sientra, Inc.
82621J105
56400.00000000
NS
USD
219396.00000000
0.052505119718
Long
EC
CORP
US
N
1
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
10900.00000000
NS
USD
566800.00000000
0.135644687489
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp.
N/A
Magnolia Oil & Gas Corp., Class A
559663109
100200.00000000
NS
USD
707412.00000000
0.169295482827
Long
EC
CORP
US
N
1
N
N
Hanmi Financial Corp.
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
37823.00000000
NS
USD
428912.82000000
0.102645986995
Long
EC
CORP
US
N
1
N
N
N
Focus Financial Partners, Inc.
5493006FFJCGLZ246V12
Focus Financial Partners, Inc., Class A
34417P100
19300.00000000
NS
USD
839550.00000000
0.200918308718
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
3600.00000000
NS
USD
818676.00000000
0.195922812588
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group, Inc.
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
10800.00000000
NS
USD
208224.00000000
0.049831473902
Long
EC
CORP
US
N
1
N
N
N
Altra Industrial Motion Corp.
NQ0NIXPGW4YKG4MWM571
Altra Industrial Motion Corp.
02208R106
7200.00000000
NS
USD
399096.00000000
0.095510324979
Long
EC
CORP
US
N
1
N
N
N
KKR Real Estate Finance Trust, Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc.
48251K100
5200.00000000
NS
USD
93184.00000000
0.022300484401
Long
EC
CORP
US
N
1
N
N
N
Investar Holding Corp.
54930001EK2YM28LOJ08
Investar Holding Corp.
46134L105
9900.00000000
NS
USD
163746.00000000
0.039187147137
Long
EC
CORP
US
N
1
N
N
N
IDT Corp.
549300JNTN7ZMJDFCL56
IDT Corp., Class B
448947507
138400.00000000
NS
USD
1710624.00000000
0.409380836083
Long
EC
CORP
US
N
1
N
N
N
AAR Corp.
MP76T5YQX3YK5VVAQ802
AAR Corp.
000361105
36600.00000000
NS
USD
1325652.00000000
0.317250619724
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen, Inc.
N/A
Pactiv Evergreen, Inc.
69526K105
11200.00000000
NS
USD
203168.00000000
0.048621488828
Long
EC
CORP
US
N
1
N
N
N
Broadstone Net Lease, Inc.
N/A
Broadstone Net Lease, Inc., Class A
11135E104
34700.00000000
NS
USD
679426.00000000
0.162597966553
Long
EC
CORP
US
N
1
N
N
N
ConnectOne Bancorp, Inc.
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
87000.00000000
NS
USD
1721730.00000000
0.412038686999
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
18900.00000000
NS
USD
322245.00000000
0.077118599717
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
12200.00000000
NS
USD
363194.00000000
0.086918377960
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
37600.00000000
NS
USD
1025352.00000000
0.245383824288
Long
EC
CORP
BM
N
1
N
N
Marriott Vacations Worldwide Corp.
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp.
57164Y107
12100.00000000
NS
USD
1660362.00000000
0.397352301710
Long
EC
CORP
US
N
1
N
N
N
Genesco, Inc.
549300VY2Q511P1K5P56
Genesco, Inc.
371532102
19700.00000000
NS
USD
592773.00000000
0.141860459310
Long
EC
CORP
US
N
1
N
N
Translate Bio, Inc.
N/A
Translate Bio, Inc.
89374L104
58800.00000000
NS
USD
1083684.00000000
0.259343644173
Long
EC
CORP
US
N
1
N
N
N
Sterling Bancorp
549300LQK6SKH5ZXO648
Sterling Bancorp
85917A100
28500.00000000
NS
USD
512430.00000000
0.122633040243
Long
EC
CORP
US
N
1
N
N
N
Ichor Holdings Ltd.
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
21475.00000000
NS
USD
647363.88000000
0.154924966821
Long
EC
CORP
KY
N
1
N
N
N
Federated Hermes, Inc.
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc., Class B
314211103
55625.00000000
NS
USD
1607006.25000000
0.384583381395
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Corp.
549300Q6LLV2QCV67C06
Ladder Capital Corp.
505743104
84100.00000000
NS
USD
822498.00000000
0.196837480894
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
110478.00000000
NS
USD
1251715.74000000
0.299556440328
Long
EC
CORP
US
N
1
N
N
N
Atlantic Power Corp.
2U3V7WI7HVCB625AQQ40
Atlantic Power Corp.
04878Q863
51387.00000000
NS
USD
107912.70000000
0.025825307811
Long
EC
CORP
CA
N
1
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007704
4400.00000000
NS
USD
435160.00000000
0.104141041298
Long
EC
CORP
US
N
1
N
N
N
American Renal Associates Holdings, Inc.
549300RZGHM4ZGSTW764
American Renal Associates Holdings, Inc.
029227105
62575.00000000
NS
USD
716483.75000000
0.171466503811
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
8775.00000000
NS
USD
539223.75000000
0.129045231220
Long
EC
CORP
US
N
1
N
N
N
Dine Brands Global, Inc.
529900HKM8OWSHLKJY75
Dine Brands Global, Inc.
254423106
12300.00000000
NS
USD
713400.00000000
0.170728511035
Long
EC
CORP
US
N
1
N
N
N
VYNE Therapeutics, Inc.
N/A
VYNE Therapeutics, Inc.
92941V100
54900.00000000
NS
USD
86742.00000000
0.020758806425
Long
EC
CORP
US
N
1
N
N
Extreme Networks, Inc.
549300WRECW11X94UB57
Extreme Networks, Inc.
30226D106
161600.00000000
NS
USD
1113424.00000000
0.266460921883
Long
EC
CORP
US
N
1
N
N
N
Natus Medical, Inc.
549300ZW3JLSJGT2D838
Natus Medical, Inc.
639050103
23800.00000000
NS
USD
476952.00000000
0.114142563492
Long
EC
CORP
US
N
1
N
N
N
Welbilt, Inc.
549300UR3W71YLZWI068
Welbilt, Inc.
949090104
24000.00000000
NS
USD
316800.00000000
0.075815520459
Long
EC
CORP
US
N
1
N
N
N
Central Valley Community Bancorp
N/A
Central Valley Community Bancorp
155685100
1050.00000000
NS
USD
15634.50000000
0.003741596447
Long
EC
CORP
US
N
1
N
N
N
Ducommun, Inc.
549300Z71HMWF90S2214
Ducommun, Inc.
264147109
9900.00000000
NS
USD
531630.00000000
0.127227920271
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp.
549300EIUS8UN5JTLE54
Synovus Financial Corp.
87161C501
25300.00000000
NS
USD
818961.00000000
0.195991017839
Long
EC
CORP
US
N
1
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616P104
38100.00000000
NS
USD
428625.00000000
0.102577106872
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
29000.00000000
NS
USD
375260.00000000
0.089805972878
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class A
N/A
60325.00000000
NS
USD
671417.25000000
0.160681339187
Long
EC
CORP
BM
N
1
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
120500.00000000
NS
USD
2352160.00000000
0.562911094081
Long
EC
CORP
US
N
1
N
N
N
Alexander & Baldwin, Inc.
N/A
Alexander & Baldwin, Inc.
014491104
22700.00000000
NS
USD
389986.00000000
0.093330150132
Long
EC
CORP
US
N
1
N
N
N
Surgery Partners, Inc.
549300LC82HG33S19I03
Surgery Partners, Inc.
86881A100
39300.00000000
NS
USD
1140093.00000000
0.272843258105
Long
EC
CORP
US
N
1
N
N
First BanCorp
N/A
First BanCorp
318672706
199725.00000000
NS
USD
1841464.50000000
0.440693148598
Long
EC
CORP
PR
N
1
N
N
N
California Bancorp, Inc.
549300557SO55H4J8018
California Bancorp, Inc.
13005U101
3400.00000000
NS
USD
52904.00000000
0.012660809010
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
50000.00000000
NS
USD
603000.00000000
0.144307950875
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
4200.00000000
NS
USD
203112.00000000
0.048608087094
Long
EC
CORP
US
N
1
N
N
N
OP Bancorp
549300LTYZMS0Q13U522
OP Bancorp
67109R109
15300.00000000
NS
USD
117810.00000000
0.028193896671
Long
EC
CORP
US
N
1
N
N
N
Alector, Inc.
549300Z8RQOIY1JMHC25
Alector, Inc.
014442107
30600.00000000
NS
USD
462978.00000000
0.110798352372
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
73125.00000000
NS
USD
2261756.25000000
0.541275969846
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical, Inc.
N/A
Orthofix Medical, Inc.
68752M108
51300.00000000
NS
USD
2204874.00000000
0.527663099301
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated, Inc.
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated, Inc.
191098102
900.00000000
NS
USD
239643.00000000
0.057350564297
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings, Inc.
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
33200.00000000
NS
USD
464136.00000000
0.111075481073
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
78500.00000000
NS
USD
1142960.00000000
0.273529378992
Long
EC
CORP
US
N
1
N
N
AnaptysBio, Inc.
529900HH4WQT03IG1A12
AnaptysBio, Inc.
032724106
52450.00000000
NS
USD
1127675.00000000
0.269871423720
Long
EC
CORP
US
N
1
N
N
N
Lannett Co., Inc.
5299001DJ6C90XX17G45
Lannett Co., Inc.
516012101
231600.00000000
NS
USD
1510032.00000000
0.361375826992
Long
EC
CORP
US
N
1
N
N
ViewRay, Inc.
5493006XTUBSKFU3W106
ViewRay, Inc.
92672L107
3400.00000000
NS
USD
12988.00000000
0.003108244885
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
20903.00000000
NS
USD
880643.39000000
0.210752641895
Long
EC
CORP
US
N
1
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc.
670704105
12800.00000000
NS
USD
721024.00000000
0.172553061313
Long
EC
CORP
US
N
1
N
N
N
Arvinas, Inc.
N/A
Arvinas, Inc.
04335A105
950.00000000
NS
USD
80683.50000000
0.019308906392
Long
EC
CORP
US
N
1
N
N
Worthington Industries, Inc.
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
5800.00000000
NS
USD
297772.00000000
0.071261802898
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease, Inc.
549300NUYANCT5SU8Z65
Global Net Lease, Inc.
379378201
82100.00000000
NS
USD
1407194.00000000
0.336764979476
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
25500.00000000
NS
USD
275400.00000000
0.065907810399
Long
EC
CORP
US
N
1
N
N
N
Steelcase, Inc.
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc., Class A
858155203
65514.00000000
NS
USD
887714.70000000
0.212444924243
Long
EC
CORP
US
N
1
N
N
N
CB Financial Services, Inc.
N/A
CB Financial Services, Inc.
12479G101
2000.00000000
NS
USD
40020.00000000
0.009577453058
Long
EC
CORP
US
N
1
N
N
N
Catalyst Pharmaceuticals, Inc.
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals, Inc.
14888U101
129000.00000000
NS
USD
430860.00000000
0.103111979625
Long
EC
CORP
US
N
1
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
13900.00000000
NS
USD
197241.00000000
0.047203058936
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corp.
529900JXALYBOHXKFM62
Scientific Games Corp.
80874P109
14200.00000000
NS
USD
589158.00000000
0.140995329555
Long
EC
CORP
US
N
1
N
N
N
Schweitzer-Mauduit International, Inc.
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc.
808541106
57551.00000000
NS
USD
2314125.71000000
0.553808854524
Long
EC
CORP
US
N
1
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
9131333.00000000
NS
USD
9131333.00000000
2.185280189040
Long
STIV
RF
US
N
1
N
N
Vishay Precision Group, Inc.
N/A
Vishay Precision Group, Inc.
92835K103
32400.00000000
NS
USD
1019952.00000000
0.244091514280
Long
EC
CORP
US
N
1
N
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
4900.00000000
NS
USD
240835.00000000
0.057635829766
Long
EC
CORP
BM
N
1
N
N
N
Ciena Corp.
W0CZ7N0GH8UIGXDM1H41
Ciena Corp.
171779309
6600.00000000
NS
USD
348810.00000000
0.083476047006
Long
EC
CORP
US
N
1
N
N
N
Sanmina Corp.
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
91351.00000000
NS
USD
2913183.39000000
0.697173342513
Long
EC
CORP
US
N
1
N
N
N
Hub Group, Inc.
N/A
Hub Group, Inc., Class A
443320106
36000.00000000
NS
USD
2052000.00000000
0.491077802979
Long
EC
CORP
US
N
1
N
N
N
GSI Technology, Inc.
N/A
GSI Technology, Inc.
36241U106
51000.00000000
NS
USD
377400.00000000
0.090318110547
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
12346.00000000
NS
USD
470012.22000000
0.112481758465
Long
EC
CORP
US
N
1
N
N
N
Revance Therapeutics, Inc.
549300N33TFDZHS81H11
Revance Therapeutics, Inc.
761330109
5475.00000000
NS
USD
155161.50000000
0.037132733200
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
1100.00000000
NS
USD
201443.00000000
0.048208667575
Long
EC
CORP
US
N
1
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
19200.00000000
NS
USD
1310400.00000000
0.313600561902
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
44400.00000000
NS
USD
771228.00000000
0.184567715319
Long
EC
CORP
US
N
1
N
N
N
Big Lots, Inc.
N/A
Big Lots, Inc.
089302103
16200.00000000
NS
USD
695466.00000000
0.166436605909
Long
EC
CORP
US
N
1
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662P108
22750.00000000
NS
USD
338975.00000000
0.081122367575
Long
EC
CORP
US
N
1
N
N
N
Dillard's, Inc.
529900FGYKMWL6019P91
Dillard's, Inc., Class A
254067101
6100.00000000
NS
USD
384605.00000000
0.092042387141
Long
EC
CORP
US
N
1
N
N
Cohen & Steers, Inc.
549300XXIA338A0X2K65
Cohen & Steers, Inc.
19247A100
4100.00000000
NS
USD
304630.00000000
0.072903036608
Long
EC
CORP
US
N
1
N
N
N
Zuora, Inc.
549300ISVGC1YZWQJ420
Zuora, Inc., Class A
98983V106
49300.00000000
NS
USD
686749.00000000
0.164350482513
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
30400.00000000
NS
USD
541120.00000000
0.129499035452
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
5400.00000000
NS
USD
83052.00000000
0.019875727920
Long
EC
CORP
US
N
1
N
N
N
Evo Payments, Inc.
549300Z5UL344C8KEC55
Evo Payments, Inc., Class A
26927E104
40900.00000000
NS
USD
1104709.00000000
0.264375277120
Long
EC
CORP
US
N
1
N
N
N
BRT Apartments Corp.
N/A
BRT Apartments Corp.
055645303
5600.00000000
NS
USD
85120.00000000
0.020370634790
Long
EC
CORP
US
N
1
N
N
PQ Group Holdings, Inc.
N/A
PQ Group Holdings, Inc.
73943T103
18400.00000000
NS
USD
262384.00000000
0.062792864647
Long
EC
CORP
US
N
1
N
N
N
Arrowhead Pharmaceuticals, Inc.
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals, Inc.
04280A100
32400.00000000
NS
USD
2486052.00000000
0.594953681409
Long
EC
CORP
US
N
1
N
N
N
Spruce Biosciences, Inc.
N/A
Spruce Biosciences, Inc.
85209E109
36727.00000000
NS
USD
892833.37000000
0.213669907293
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc., Class A
629209305
13300.00000000
NS
USD
301245.00000000
0.072092949687
Long
EC
CORP
US
N
1
N
N
N
Consolidated Water Co. Ltd.
5299001BMEW8X9VIJA73
Consolidated Water Co. Ltd.
N/A
2450.00000000
NS
USD
29522.50000000
0.007065226334
Long
EC
CORP
KY
N
1
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925D109
46900.00000000
NS
USD
435232.00000000
0.104158272098
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
13500.00000000
NS
USD
280530.00000000
0.067135504907
Long
EC
CORP
US
N
1
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741106
4700.00000000
NS
USD
450730.00000000
0.107867201821
Long
EC
CORP
US
N
1
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685109
19600.00000000
NS
USD
787724.00000000
0.188515483076
Long
EC
CORP
US
N
1
N
N
N
j2 Global, Inc.
5493008OJYGLHD7MXA18
j2 Global, Inc.
48123V102
20400.00000000
NS
USD
1992876.00000000
0.476928444293
Long
EC
CORP
US
N
1
N
N
CONMED Corp.
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410101
1275.00000000
NS
USD
142800.00000000
0.034174420207
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
101259.00000000
NS
USD
2079859.86000000
0.497745131848
Long
EC
CORP
US
N
1
N
N
N
Meritor, Inc.
5LTG829X630QFHTFBO82
Meritor, Inc.
59001K100
30149.00000000
NS
USD
841458.59000000
0.201375066118
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
1787.00000000
NS
USD
66208.35000000
0.015844761723
Long
EC
CORP
US
N
1
N
N
N
FS Bancorp, Inc.
N/A
FS Bancorp, Inc.
30263Y104
1925.00000000
NS
USD
105490.00000000
0.025245515319
Long
EC
CORP
US
N
1
N
N
N
RMR Group, Inc. (The)
549300JP4L34E48UJM16
RMR Group, Inc. (The), Class A
74967R106
3800.00000000
NS
USD
146756.00000000
0.035121156946
Long
EC
CORP
US
N
1
N
N
N
Capital Bancorp, Inc.
549300LQKYGWQ7VP0C75
Capital Bancorp, Inc.
139737100
4100.00000000
NS
USD
57113.00000000
0.013668092866
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
10682.00000000
NS
USD
210008.12000000
0.050258443556
Long
EC
CORP
US
N
1
N
N
N
Appian Corp.
529900NIARIFW7HGU386
Appian Corp.
03782L101
5800.00000000
NS
USD
940122.00000000
0.224986864664
Long
EC
CORP
US
N
1
N
N
Primoris Services Corp.
549300UF3OLBJ8D5K349
Primoris Services Corp.
74164F103
40000.00000000
NS
USD
1104400.00000000
0.264301328270
Long
EC
CORP
US
N
1
N
N
N
Schrodinger, Inc.
N/A
Schrodinger, Inc.
80810D103
15800.00000000
NS
USD
1251044.00000000
0.299395681749
Long
EC
CORP
US
N
1
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
20500.00000000
NS
USD
548990.00000000
0.131382457630
Long
EC
CORP
US
N
1
N
N
Science Applications International Corp.
549300LZPNZIXQGZPZ48
Science Applications International Corp.
808625107
15100.00000000
NS
USD
1429064.00000000
0.341998835008
Long
EC
CORP
US
N
1
N
N
N
AdaptHealth Corp.
N/A
AdaptHealth Corp.
00653Q102
89600.00000000
NS
USD
3365376.00000000
0.805390571286
Long
EC
CORP
US
N
1
N
N
N
Granite Point Mortgage Trust, Inc.
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust, Inc.
38741L107
9300.00000000
NS
USD
92907.00000000
0.022234193684
Long
EC
CORP
US
N
1
N
N
N
Invacare Corp.
549300NNUTG7HCZICS76
Invacare Corp.
461203101
92300.00000000
NS
USD
826085.00000000
0.197695909782
Long
EC
CORP
US
N
1
N
N
N
Hooker Furniture Corp.
N/A
Hooker Furniture Corp.
439038100
23300.00000000
NS
USD
751425.00000000
0.179828527340
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp.
5299002ENJ7CY215BW86
Umpqua Holdings Corp.
904214103
88175.00000000
NS
USD
1334969.50000000
0.319480452779
Long
EC
CORP
US
N
1
N
N
N
Kearny Financial Corp.
N/A
Kearny Financial Corp.
48716P108
36500.00000000
NS
USD
385440.00000000
0.092242216559
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
10900.00000000
NS
USD
698036.00000000
0.167051649746
Long
EC
CORP
US
N
1
N
N
N
Orion Engineered Carbons SA
N/A
Orion Engineered Carbons SA
N/A
32300.00000000
NS
USD
553622.00000000
0.132490972437
Long
EC
CORP
LU
N
1
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo SA
N/A
15654.00000000
NS
USD
801641.34000000
0.191846134514
Long
EC
CORP
LU
N
1
N
N
N
Renewable Energy Group, Inc.
549300HPU3BD8ZI0X358
Renewable Energy Group, Inc.
75972A301
45600.00000000
NS
USD
3229392.00000000
0.772847333488
Long
EC
CORP
US
N
1
N
N
N
Sinclair Broadcast Group, Inc.
529900879GWQV880PQ28
Sinclair Broadcast Group, Inc., Class A
829226109
32392.00000000
NS
USD
1031685.20000000
0.246899464611
Long
EC
CORP
US
N
1
N
N
FutureFuel Corp.
529900WYQZSMWFXLA845
FutureFuel Corp.
36116M106
20286.00000000
NS
USD
257632.20000000
0.061655679704
Long
EC
CORP
US
N
1
N
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
31917.00000000
NS
USD
935168.10000000
0.223801313822
Long
EC
CORP
US
N
1
N
N
N
Falcon Minerals Corp.
549300OILIONON7XK623
Falcon Minerals Corp.
30607B109
86200.00000000
NS
USD
271530.00000000
0.064981654894
Long
EC
CORP
US
N
1
N
N
N
Costamare, Inc.
5299003L6NPTZ25LN818
Costamare, Inc.
N/A
99600.00000000
NS
USD
824688.00000000
0.197361584397
Long
EC
CORP
MH
N
1
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932M107
15335.00000000
NS
USD
1006282.70000000
0.240820222949
Long
EC
CORP
US
N
1
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
5275.00000000
NS
USD
202718.25000000
0.048513856156
Long
EC
CORP
US
N
1
N
N
N
Cerence, Inc.
5493002WL2W5WMS89568
Cerence, Inc.
156727109
10000.00000000
NS
USD
1004800.00000000
0.240465388125
Long
EC
CORP
US
N
1
N
N
Axogen, Inc.
N/A
Axogen, Inc.
05463X106
45821.00000000
NS
USD
820195.90000000
0.196286549992
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
24053.00000000
NS
USD
2077457.61000000
0.497170233382
Long
EC
CORP
US
N
1
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
21000.00000000
NS
USD
1187760.00000000
0.284250765724
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
6300.00000000
NS
USD
96390.00000000
0.023067733639
Long
EC
CORP
US
N
1
N
N
CatchMark Timber Trust, Inc.
54930027IT0GQOYYOW30
CatchMark Timber Trust, Inc., Class A
14912Y202
49500.00000000
NS
USD
463320.00000000
0.110880198672
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
45200.00000000
NS
USD
1443236.00000000
0.345390430828
Long
EC
CORP
US
N
1
N
N
N
Verso Corp.
549300FODXCTQ8DGT594
Verso Corp., Class A
92531L207
32650.00000000
NS
USD
392453.00000000
0.093920544353
Long
EC
CORP
US
N
1
N
N
N
ABM Industries, Inc.
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
53698.00000000
NS
USD
2031932.32000000
0.486275272664
Long
EC
CORP
US
N
1
N
N
N
Bridgebio Pharma, Inc.
54930028YG89VTY2J114
Bridgebio Pharma, Inc.
10806X102
15550.00000000
NS
USD
1105760.50000000
0.264626918597
Long
EC
CORP
US
N
1
N
N
Peapack-Gladstone Financial Corp.
549300G8DN2UK8K0ET30
Peapack Gladstone Financial Corp.
704699107
8600.00000000
NS
USD
195736.00000000
0.046842887350
Long
EC
CORP
US
N
1
N
N
N
Verint Systems, Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc.
92343X100
23800.00000000
NS
USD
1598884.00000000
0.382639591588
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
10282.00000000
NS
USD
997045.54000000
0.238609616595
Long
EC
CORP
US
N
1
N
N
N
Provident Bancorp, Inc.
N/A
Provident Bancorp, Inc.
74383L105
28900.00000000
NS
USD
346800.00000000
0.082995020503
Long
EC
CORP
US
N
1
N
N
N
Spark Energy, Inc.
549300U656GZMTWR1T03
Spark Energy, Inc., Class A
846511103
95091.00000000
NS
USD
910020.87000000
0.217783162526
Long
EC
CORP
US
N
1
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
19400.00000000
NS
USD
1045078.00000000
0.250104584883
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
12100.00000000
NS
USD
139029.00000000
0.033271957051
Long
EC
CORP
US
N
1
N
N
N
Aaron's Co., Inc. (The)
N/A
Aaron's Co., Inc. (The)
00258W108
9650.00000000
NS
USD
182964.00000000
0.043786334865
Long
EC
CORP
US
N
1
N
N
N
TriNet Group, Inc.
5299003FJVBETSFKE990
TriNet Group, Inc.
896288107
17400.00000000
NS
USD
1402440.00000000
0.335627268036
Long
EC
CORP
US
N
1
N
N
N
Quad/Graphics, Inc.
W2D68G5NJH4X0NW8PT65
Quad/Graphics, Inc.
747301109
72500.00000000
NS
USD
276950.00000000
0.066278751235
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
7500.00000000
NS
USD
112200.00000000
0.026851330162
Long
EC
CORP
US
N
1
N
N
N
First Community Bankshares, Inc.
N/A
First Community Bankshares, Inc.
31983A103
3856.00000000
NS
USD
83212.48000000
0.019914133459
Long
EC
CORP
US
N
1
N
N
N
Adaptive Biotechnologies Corp.
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp.
00650F109
10700.00000000
NS
USD
632691.00000000
0.151413502068
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
36300.00000000
NS
USD
1255254.00000000
0.300403204922
Long
EC
CORP
US
N
1
N
N
N
American Software, Inc.
N/A
American Software, Inc., Class A
029683109
31200.00000000
NS
USD
535704.00000000
0.128202896377
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA, Inc.
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
27325.00000000
NS
USD
1438934.50000000
0.344361010180
Long
EC
CORP
US
N
1
N
N
N
Tivity Health, Inc.
U5UKZMHGMOP0CPFG4B24
Tivity Health, Inc.
88870R102
60700.00000000
NS
USD
1189113.00000000
0.284574561176
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
59000.00000000
NS
USD
702100.00000000
0.168024232686
Long
EC
CORP
US
N
1
N
N
N
Bel Fuse, Inc.
2549009L4XYDBRRY6X39
Bel Fuse, Inc., Class B
077347300
38600.00000000
NS
USD
580158.00000000
0.138841479542
Long
EC
CORP
US
N
1
N
N
N
Columbia Property Trust, Inc.
549300J5GYF2C9BGCC39
Columbia Property Trust, Inc.
198287203
17700.00000000
NS
USD
253818.00000000
0.060742878068
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
21300.00000000
NS
USD
490965.00000000
0.117496107962
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
32800.00000000
NS
USD
2436056.00000000
0.582988805270
Long
EC
CORP
US
N
1
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
86450.00000000
NS
USD
2335014.50000000
0.558807890148
Long
EC
CORP
US
N
1
N
N
N
Diebold Nixdorf, Inc.
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253651103
79900.00000000
NS
USD
851734.00000000
0.203834143003
Long
EC
CORP
US
N
1
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center, Inc.
76009N100
62175.00000000
NS
USD
2380680.75000000
0.569736584943
Long
EC
CORP
US
N
1
N
N
N
Sanderson Farms, Inc.
529900KZGVFTWHUO2759
Sanderson Farms, Inc.
800013104
2552.00000000
NS
USD
337374.40000000
0.080739317316
Long
EC
CORP
US
N
1
N
N
N
Cara Therapeutics, Inc.
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
17850.00000000
NS
USD
270070.50000000
0.064632372217
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp.
XYSIJOU3HNVROZWNA008
Domtar Corp.
257559203
21100.00000000
NS
USD
667815.00000000
0.159819260719
Long
EC
CORP
US
N
1
N
N
N
MMA Capital Holdings, Inc.
5493000UXK8J337L8Q33
MMA Capital Holdings, Inc.
55315D105
1900.00000000
NS
USD
46740.00000000
0.011185661067
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group, Inc.
549300R3WGJWLE40R258
Selective Insurance Group, Inc.
816300107
3583.00000000
NS
USD
239989.34000000
0.057433449232
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
2300.00000000
NS
USD
155848.00000000
0.037297024092
Long
EC
CORP
US
N
1
N
N
N
Zogenix, Inc.
54930089H3HF4C32SK78
Zogenix, Inc.
98978L204
24800.00000000
NS
USD
495752.00000000
0.118641716853
Long
EC
CORP
US
N
1
N
N
N
Assembly Biosciences, Inc.
N/A
Assembly Biosciences, Inc.
045396108
28000.00000000
NS
USD
169400.00000000
0.040540243579
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Prime Money Market Fund
N/A
JPMorgan Prime Money Market Fund, Class IM
46637K844
8361818.54000000
NS
USD
8365999.45000000
2.002123113855
Long
STIV
RF
US
N
1
N
N
N
Select Bancorp, Inc.
N/A
Select Bancorp, Inc.
81617L108
40829.00000000
NS
USD
386650.63000000
0.092531940497
Long
EC
CORP
US
N
1
N
N
N
Bank of NT Butterfield & Son Ltd. (The)
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd. (The)
N/A
52275.00000000
NS
USD
1628889.00000000
0.389820288214
Long
EC
CORP
BM
N
1
N
N
N
Minerals Technologies, Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
8200.00000000
NS
USD
509384.00000000
0.121904081672
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
25650.00000000
NS
USD
753597.00000000
0.180348323144
Long
EC
CORP
US
N
1
N
N
N
First Horizon Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp.
320517105
50617.00000000
NS
USD
645872.92000000
0.154568155242
Long
EC
CORP
US
N
1
N
N
N
Global Medical REIT, Inc.
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
4900.00000000
NS
USD
63994.00000000
0.015314830859
Long
EC
CORP
US
N
1
N
N
N
Select Medical Holdings Corp.
N/A
Select Medical Holdings Corp.
81619Q105
74400.00000000
NS
USD
2057904.00000000
0.492490728587
Long
EC
CORP
US
N
1
N
N
N
Enterprise Financial Services Corp.
5493001XTU5DLD632129
Enterprise Financial Services Corp.
293712105
1875.00000000
NS
USD
65531.25000000
0.015682720407
Long
EC
CORP
US
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
6900.00000000
NS
USD
74520.00000000
0.017833878108
Long
EC
CORP
US
N
1
N
N
N
First Choice Bancorp
54930094NOEN2QWZWW84
First Choice Bancorp
31948P104
1775.00000000
NS
USD
32819.75000000
0.007854313218
Long
EC
CORP
US
N
1
N
N
N
Echo Global Logistics, Inc.
549300WRZ9Y84GWVYR04
Echo Global Logistics, Inc.
27875T101
8100.00000000
NS
USD
217242.00000000
0.051989631615
Long
EC
CORP
US
N
1
N
N
N
Albany International Corp.
L73WCPNCZIRSQGZTW097
Albany International Corp., Class A
012348108
2200.00000000
NS
USD
161524.00000000
0.038655385501
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
43500.00000000
NS
USD
1147530.00000000
0.274623056166
Long
EC
CORP
US
N
1
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
5800.00000000
NS
USD
171042.00000000
0.040933201548
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304101
9600.00000000
NS
USD
412032.00000000
0.098606125398
Long
EC
CORP
US
N
1
N
N
N
Kronos Bio, Inc.
N/A
Kronos Bio, Inc.
50107A104
42700.00000000
NS
USD
1275449.00000000
0.305236205035
Long
EC
CORP
US
N
1
N
N
Jounce Therapeutics, Inc.
5493004MZJQIV2K8ZT61
Jounce Therapeutics, Inc.
481116101
24950.00000000
NS
USD
174650.00000000
0.041796656086
Long
EC
CORP
US
N
1
N
N
American Assets Trust, Inc.
N/A
American Assets Trust, Inc.
024013104
6900.00000000
NS
USD
199272.00000000
0.047689111089
Long
EC
CORP
US
N
1
N
N
N
ESSA Bancorp, Inc.
N/A
ESSA Bancorp, Inc.
29667D104
2600.00000000
NS
USD
39000.00000000
0.009333350056
Long
EC
CORP
US
N
1
N
N
N
Oportun Financial Corp.
549300351Y4J4FKIOR78
Oportun Financial Corp.
68376D104
20200.00000000
NS
USD
391274.00000000
0.093638390001
Long
EC
CORP
US
N
1
N
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
34300.00000000
NS
USD
1290709.00000000
0.308888177390
Long
EC
CORP
KY
N
1
N
N
Liberty TripAdvisor Holdings, Inc.
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings, Inc., Class A
531465102
666800.00000000
NS
USD
2893912.00000000
0.692561377668
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings, Inc.
N/A
Cogent Communications Holdings, Inc.
19239V302
31600.00000000
NS
USD
1891892.00000000
0.452761289880
Long
EC
CORP
US
N
1
N
N
N
Cooper Tire & Rubber Co.
DE46ECQ8KH195MRIQN56
Cooper Tire & Rubber Co.
216831107
32000.00000000
NS
USD
1296000.00000000
0.310154401881
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust, Inc.
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
1700.00000000
NS
USD
80087.00000000
0.019166153999
Long
EC
CORP
US
N
1
N
N
N
MarineMax, Inc.
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
18400.00000000
NS
USD
644552.00000000
0.154252037069
Long
EC
CORP
US
N
1
N
N
N
Blucora, Inc.
5299001IO03J69IP6L77
Blucora, Inc.
095229100
75975.00000000
NS
USD
1208762.25000000
0.289276954217
Long
EC
CORP
US
N
1
N
N
N
Yelp, Inc.
5299007OU2DOSXPQBO35
Yelp, Inc.
985817105
43400.00000000
NS
USD
1417878.00000000
0.339321838758
Long
EC
CORP
US
N
1
N
N
N
Argan, Inc.
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
61700.00000000
NS
USD
2745033.00000000
0.656932151435
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp.
N/A
Getty Realty Corp.
374297109
4100.00000000
NS
USD
112914.00000000
0.027022202263
Long
EC
CORP
US
N
1
N
N
N
Sterling Construction Co., Inc.
549300RZIK6K1215XU51
Sterling Construction Co., Inc.
859241101
54325.00000000
NS
USD
1010988.25000000
0.241946339496
Long
EC
CORP
US
N
1
N
N
N
NVE Corp.
5299003C1ATTWX8X0112
NVE Corp.
629445206
5600.00000000
NS
USD
314608.00000000
0.075290938323
Long
EC
CORP
US
N
1
N
N
N
Personalis, Inc.
549300EZ2NYFK7H0US48
Personalis, Inc.
71535D106
57400.00000000
NS
USD
2101414.00000000
0.502903396817
Long
EC
CORP
US
N
1
N
N
N
Summit Materials, Inc.
N/A
Summit Materials, Inc., Class A
86614U100
10300.00000000
NS
USD
206824.00000000
0.049496430566
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
76834.00000000
NS
USD
862077.48000000
0.206309510173
Long
EC
CORP
US
N
1
N
N
N
NIC, Inc.
529900B18T4Q37BZ0F35
NIC, Inc.
62914B100
28625.00000000
NS
USD
739383.75000000
0.176946855510
Long
EC
CORP
US
N
1
N
N
N
Endo International plc
5493007TBMWZWGZIB256
Endo International plc
N/A
301800.00000000
NS
USD
2166924.00000000
0.518581031746
Long
EC
CORP
IE
N
1
N
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081G201
81000.00000000
NS
USD
1176120.00000000
0.281465119707
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
12400.00000000
NS
USD
939052.00000000
0.224730795830
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
53500.00000000
NS
USD
4199750.00000000
1.005070176930
Long
EC
CORP
US
N
1
N
N
N
Mr Cooper Group, Inc.
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc.
62482R107
46600.00000000
NS
USD
1445998.00000000
0.346051423466
Long
EC
CORP
US
N
1
N
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
6149.00000000
NS
USD
590488.47000000
0.141313733202
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics, Inc.
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
30060.00000000
NS
USD
1150696.80000000
0.275380924190
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
N/A
Southwest Gas Holdings, Inc.
844895102
14045.00000000
NS
USD
853233.75000000
0.204193058176
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082100
13700.00000000
NS
USD
123437.00000000
0.029540531562
Long
EC
CORP
US
N
1
N
N
N
Radius Health, Inc.
549300EV6I2M6E0YVT27
Radius Health, Inc.
750469207
3250.00000000
NS
USD
58045.00000000
0.013891136000
Long
EC
CORP
US
N
1
N
N
N
Standard AVB Financial Corp.
549300GDKH0YGC2DTT22
Standard AVB Financial Corp.
85303B100
2000.00000000
NS
USD
65180.00000000
0.015598660427
Long
EC
CORP
US
N
1
N
N
N
MicroStrategy, Inc.
549300WQTWEJUEHXQX21
MicroStrategy, Inc., Class A
594972408
8650.00000000
NS
USD
3360957.50000000
0.804333150587
Long
EC
CORP
US
N
1
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285103
7500.00000000
NS
USD
218400.00000000
0.052266760317
Long
EC
CORP
US
N
1
N
N
N
TPG RE Finance Trust, Inc.
N/A
TPG RE Finance Trust, Inc.
87266M107
29500.00000000
NS
USD
313290.00000000
0.074975518954
Long
EC
CORP
US
N
1
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
11858.00000000
NS
USD
284829.16000000
0.068164365554
Long
EC
CORP
US
N
1
N
N
N
Lifetime Brands, Inc.
549300GS38DC0OHLYK32
Lifetime Brands, Inc.
53222Q103
60167.00000000
NS
USD
914538.40000000
0.218864282754
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
13100.00000000
NS
USD
324487.00000000
0.077655147687
Long
EC
CORP
US
N
1
N
N
N
Park Aerospace Corp.
5299004AG0G7IB636095
Park Aerospace Corp.
70014A104
7500.00000000
NS
USD
100575.00000000
0.024069273896
Long
EC
CORP
US
N
1
N
N
N
NOW, Inc.
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
85800.00000000
NS
USD
616044.00000000
0.147429597494
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
3264.00000000
NS
USD
78074.88000000
0.018684620145
Long
EC
CORP
US
N
1
N
N
N
Cowen, Inc.
5493008QI0EFC5WBED75
Cowen, Inc., Class A
223622606
28303.00000000
NS
USD
735594.97000000
0.176040137305
Long
EC
CORP
US
N
1
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
51400.00000000
NS
USD
1609848.00000000
0.385263459537
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
3050.00000000
NS
USD
120871.50000000
0.028926564650
Long
EC
CORP
US
N
1
N
N
N
Genie Energy Ltd.
52990057E36X8869GX58
Genie Energy Ltd., Class B
372284208
7800.00000000
NS
USD
56238.00000000
0.013458690781
Long
EC
CORP
US
N
1
N
N
N
Y-mAbs Therapeutics, Inc.
N/A
Y-mAbs Therapeutics, Inc.
984241109
2125.00000000
NS
USD
105208.75000000
0.025178207506
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
38900.00000000
NS
USD
204614.00000000
0.048967540730
Long
EC
CORP
US
N
1
N
N
N
Fluent, Inc.
549300P3G8O165ICY429
Fluent, Inc.
34380C102
78625.00000000
NS
USD
417498.75000000
0.099914409793
Long
EC
CORP
US
N
1
N
N
N
ProSight Global, Inc.
N/A
ProSight Global, Inc.
74349J103
22300.00000000
NS
USD
286109.00000000
0.068470652598
Long
EC
CORP
US
N
1
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
25412.00000000
NS
USD
1086871.24000000
0.260106403830
Long
EC
CORP
US
N
1
N
N
N
Providence Service Corp. (The)
549300EFZIFW7F7I0Q28
Providence Service Corp. (The)
743815102
5700.00000000
NS
USD
790191.00000000
0.189105877297
Long
EC
CORP
US
N
1
N
N
N
CIRCOR International, Inc.
5493007701O01N3FQM69
CIRCOR International, Inc.
17273K109
4200.00000000
NS
USD
161448.00000000
0.038637197434
Long
EC
CORP
US
N
1
N
N
N
NextGen Healthcare, Inc.
N/A
NextGen Healthcare, Inc.
65343C102
45000.00000000
NS
USD
820800.00000000
0.196431121191
Long
EC
CORP
US
N
1
N
N
TTEC Holdings, Inc.
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
43000.00000000
NS
USD
3135990.00000000
0.750494678053
Long
EC
CORP
US
N
1
N
N
N
Dicerna Pharmaceuticals, Inc.
549300CTZMJMPH28WN39
Dicerna Pharmaceuticals, Inc.
253031108
45900.00000000
NS
USD
1011177.00000000
0.241991510518
Long
EC
CORP
US
N
1
N
N
N
Kforce, Inc.
5493003RDQQDVXY2SK46
Kforce, Inc.
493732101
18300.00000000
NS
USD
770247.00000000
0.184332945668
Long
EC
CORP
US
N
1
N
N
N
PubMatic, Inc.
N/A
PubMatic, Inc., Class A
74467Q103
20164.00000000
NS
USD
563785.44000000
0.134923253034
Long
EC
CORP
US
N
1
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp.
90187B408
43200.00000000
NS
USD
275184.00000000
0.065856117999
Long
EC
CORP
US
N
1
N
N
N
NGM Biopharmaceuticals, Inc.
5493008V5DSDZIGQOP17
NGM Biopharmaceuticals, Inc.
62921N105
40800.00000000
NS
USD
1236036.00000000
0.295804017194
Long
EC
CORP
US
N
1
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
11850.00000000
NS
USD
1603186.50000000
0.383669251552
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp.
N/A
Green Dot Corp., Class A
39304D102
23600.00000000
NS
USD
1316880.00000000
0.315151333911
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corp.
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
36300.00000000
NS
USD
470085.00000000
0.112499175932
Long
EC
CORP
US
N
1
N
N
N
StarTek, Inc.
549300ONES3WQ9KY7P17
StarTek, Inc.
85569C107
163646.00000000
NS
USD
1230617.92000000
0.294507380341
Long
EC
CORP
US
N
1
N
N
N
Tupperware Brands Corp.
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp.
899896104
16600.00000000
NS
USD
537674.00000000
0.128674350213
Long
EC
CORP
US
N
1
N
N
N
Chinook Therapeutics, Inc.
549300X0O3003W5QYQ48
Chinook Therapeutics, Inc.
16961L106
39450.00000000
NS
USD
625677.00000000
0.149734934958
Long
EC
CORP
US
N
1
N
N
MasTec, Inc.
549300TMDIT8WREDOF45
MasTec, Inc.
576323109
32025.00000000
NS
USD
2183464.50000000
0.522539449095
Long
EC
CORP
US
N
1
N
N
Spok Holdings, Inc.
549300HXXANIVN2ICC89
Spok Holdings, Inc.
84863T106
54000.00000000
NS
USD
601020.00000000
0.143834103872
Long
EC
CORP
US
N
1
N
N
N
HBT Financial, Inc.
549300NTXD4Q6UK5BY66
HBT Financial, Inc.
404111106
13300.00000000
NS
USD
201495.00000000
0.048221112042
Long
EC
CORP
US
N
1
N
N
N
Select Energy Services, Inc.
54930094OK8LA3QDW486
Select Energy Services, Inc., Class A
81617J301
129250.00000000
NS
USD
529925.00000000
0.126819885352
Long
EC
CORP
US
N
1
N
N
N
Quanex Building Products Corp.
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
22200.00000000
NS
USD
492174.00000000
0.117785441814
Long
EC
CORP
US
N
1
N
N
N
Homology Medicines, Inc.
549300RWKPJEFTM3K452
Homology Medicines, Inc.
438083107
23700.00000000
NS
USD
267573.00000000
0.064034678838
Long
EC
CORP
US
N
1
N
N
N
Rambus, Inc.
2549000211GDCQSLV833
Rambus, Inc.
750917106
12625.00000000
NS
USD
220432.50000000
0.052753171445
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services, Inc.
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
88100.00000000
NS
USD
1582276.00000000
0.378665020363
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
20100.00000000
NS
USD
555966.00000000
0.133051930707
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
43100.00000000
NS
USD
1736068.00000000
0.415470009387
Long
EC
CORP
US
N
1
N
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
45800.00000000
NS
USD
229916.00000000
0.055022731067
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
43800.00000000
NS
USD
533922.00000000
0.127776434075
Long
EC
CORP
MH
N
1
N
N
N
CorePoint Lodging, Inc.
549300VM1I60JN1Z8171
CorePoint Lodging, Inc.
21872L104
6600.00000000
NS
USD
45408.00000000
0.010866891265
Long
EC
CORP
US
N
1
N
N
N
Heritage Insurance Holdings, Inc.
9845008CCYDD87F66B45
Heritage Insurance Holdings, Inc.
42727J102
4900.00000000
NS
USD
49637.00000000
0.011878961455
Long
EC
CORP
US
N
1
N
N
Gibraltar Industries, Inc.
N/A
Gibraltar Industries, Inc.
374689107
7700.00000000
NS
USD
553938.00000000
0.132566596504
Long
EC
CORP
US
N
1
N
N
N
Houghton Mifflin Harcourt Co.
N/A
Houghton Mifflin Harcourt Co.
44157R109
284500.00000000
NS
USD
947385.00000000
0.226725021625
Long
EC
CORP
US
N
1
N
N
N
Barnes Group, Inc.
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
13600.00000000
NS
USD
689384.00000000
0.164981081934
Long
EC
CORP
US
N
1
N
N
N
Outset Medical, Inc.
N/A
Outset Medical, Inc.
690145107
14000.00000000
NS
USD
795760.00000000
0.190438631821
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp.
N/A
Metropolitan Bank Holding Corp.
591774104
4200.00000000
NS
USD
152334.00000000
0.036456065321
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
17417.00000000
NS
USD
1592958.82000000
0.381221597252
Long
EC
CORP
US
N
1
N
N
N
Vectrus, Inc.
N/A
Vectrus, Inc.
92242T101
16512.00000000
NS
USD
820976.64000000
0.196473394087
Long
EC
CORP
US
N
1
N
N
N
Cutera, Inc.
529900NPKPEWJWR21Z42
Cutera, Inc.
232109108
47400.00000000
NS
USD
1142814.00000000
0.273494438759
Long
EC
CORP
US
N
1
N
N
N
Concert Pharmaceuticals, Inc.
529900PYI5BSGQNATP82
Concert Pharmaceuticals, Inc.
206022105
20250.00000000
NS
USD
255960.00000000
0.061255494371
Long
EC
CORP
US
N
1
N
N
MEDNAX, Inc.
N/A
MEDNAX, Inc.
58502B106
12300.00000000
NS
USD
301842.00000000
0.072235821738
Long
EC
CORP
US
N
1
N
N
N
QTS Realty Trust, Inc.
5493006PA4CJK4OG2J54
QTS Realty Trust, Inc., Class A
74736A103
7200.00000000
NS
USD
445536.00000000
0.106624191046
Long
EC
CORP
US
N
1
N
N
Arch Resources, Inc.
W47HVZ7Q6FXL86RELH91
Arch Resources, Inc.
03940R107
13650.00000000
NS
USD
597460.50000000
0.142982256192
Long
EC
CORP
US
N
1
N
N
N
Movado Group, Inc.
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
33300.00000000
NS
USD
553446.00000000
0.132448852703
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
82981J109
25500.00000000
NS
USD
258060.00000000
0.061758059374
Long
EC
CORP
US
N
1
N
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
3500.00000000
NS
USD
85785.00000000
0.020529780374
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
39975.00000000
NS
USD
726745.50000000
0.173922311630
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
24997097.62000000
NS
USD
24997097.62000000
5.982222115051
Long
STIV
RF
US
N
1
N
N
Akebia Therapeutics, Inc.
549300CBQEHMKEEGNX42
Akebia Therapeutics, Inc.
00972D105
36250.00000000
NS
USD
101500.00000000
0.024290641814
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos.
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
5300.00000000
NS
USD
534770.00000000
0.127979374609
Long
EC
CORP
US
N
1
N
N
N
Gritstone Oncology, Inc.
5493003TER6KY3MUVY84
Gritstone Oncology, Inc.
39868T105
8600.00000000
NS
USD
33884.00000000
0.008109005982
Long
EC
CORP
US
N
1
N
N
N
Mustang Bio, Inc.
5493004W0VC1DPECQ779
Mustang Bio, Inc.
62818Q104
371300.00000000
NS
USD
1405370.50000000
0.336328585532
Long
EC
CORP
US
N
1
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327R101
41000.00000000
NS
USD
841730.00000000
0.201440019055
Long
EC
CORP
US
N
1
N
N
N
ProAssurance Corp.
54930015E5J57R675E89
ProAssurance Corp.
74267C106
15900.00000000
NS
USD
282861.00000000
0.067693352060
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
139800.00000000
NS
USD
608130.00000000
0.145535645382
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
6600.00000000
NS
USD
146388.00000000
0.035033088412
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp.
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
21400.00000000
NS
USD
1070428.00000000
0.256171262420
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologies, Inc.
549300NU173IJRC6PO38
Applied Industrial Technologies, Inc.
03820C105
11500.00000000
NS
USD
896885.00000000
0.214639529885
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732102
68000.00000000
NS
USD
1839400.00000000
0.440199079337
Long
EC
CORP
US
N
1
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
10605.00000000
NS
USD
357918.75000000
0.085655922707
Long
EC
CORP
US
N
1
N
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
20800.00000000
NS
USD
312000.00000000
0.074666800452
Long
EC
CORP
US
N
1
N
N
N
Herman Miller, Inc.
U98HXD3PNK7HYU2MU887
Herman Miller, Inc.
600544100
18112.00000000
NS
USD
612185.60000000
0.146506218062
Long
EC
CORP
US
N
1
N
N
N
2021-01-29
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer